robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
4.38k stars 940 forks source link

v1.5.0 #382

Closed robertmartin8 closed 2 years ago

robertmartin8 commented 2 years ago

fixes #302