convexfi / riskparity.py

Fast and scalable construction of risk parity portfolios
https://mirca.github.io/riskparity.py/
MIT License
287 stars 65 forks source link

Need to download MS Visual Build Tools #1

Closed sethberlin closed 5 years ago

sethberlin commented 5 years ago

FYI. To install Python version of riskparityportfolio library, you need to install MS Visual Build Tools. This is a requirement to install quadprog library.

mirca commented 5 years ago

@sethberlin thanks for letting us know that!

sethberlin commented 5 years ago

Honored to help make this better. Thank you for the library.

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