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fmilthaler / FinQuant

A program for financial portfolio management, analysis and optimisation.
MIT License
1.38k stars 192 forks source link

Feature/efficientfrontier #3

Closed fmilthaler closed 5 years ago

fmilthaler commented 5 years ago

Adding class EfficientFrontier with a number of optimisation functions. Allows for easy and automated computation of optimised portfolios and their visualisation. Includes an example.