Feature request: [Multi-Period Portfolio Optimization]

robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

https://pyportfolioopt.readthedocs.io/

MIT License

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Feature request: [Multi-Period Portfolio Optimization] #403

Closed sdafsdfw123wq closed 1 year ago

sdafsdfw123wq commented 2 years ago

Is your feature request related to a problem? Hello!

I am wondering if there is a feature for multi-period portfolio optimization?

robertmartin8 commented 2 years ago

Hi, unfortunately not. Multi-period optimisation is a very technical area dominated by professional solutions. Realistically, I don't have the expertise or time to implement it :(