zhy0 / mpt Public

Notifications You must be signed in to change notification settings
Fork 1
Star 4

Simple Modern Portfolio Theory in Python

4 stars 1 fork Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 16 Commits
LICENSE.txt		LICENSE.txt
README.md		README.md
frontier.png		frontier.png
mpt.py		mpt.py
plot.py		plot.py

Repository files navigation

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.

About

Simple Modern Portfolio Theory in Python

python finance pandas portfolio-theory

Report repository

Releases

No releases published

Packages

No packages published

Languages

Python 100.0%