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MOSEK / PortfolioOptimization

Material accompanying the MOSEK Portfolio Optimization Cookbook
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how do I install portfolio_tools? #1

Closed siddharthgaur closed 1 year ago

siddharthgaur commented 1 year ago

I found a package portfolio-tools, but it doesn't seem to support DataReader, compute_inputs etc

aszekMosek commented 1 year ago

Do you mean https://github.com/MOSEK/PortfolioOptimization/blob/main/python/notebooks/portfolio_tools.py ? It is there in the folder with all the notebooks, and each colab notebook downloads it in its first cell.