Simple Modern Portfolio Theory in Python
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LICENSE.txt
README.md
frontier.png
mpt.py
plot.py

README.md

mpt

Simple Modern Portfolio Theory in Python. Uses pandas-datareader for Yahoo Fiance data. Efficient frontier computed using scipy.optimize.minimize.

plotly

matplotlib

Possible to-do's:

  • Make it easier to use; maybe rewrite in OOP.
  • Make it possible to compute based on weekly or monthly data.