Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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ModuleNotFoundError: No module named 'pypfopt.efficient_frontier' #590
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anandkajave24 opened 8 months ago
ModuleNotFoundError Traceback (most recent call last) Cell In[9], line 4 2 import numpy as np 3 import matplotlib.pyplot as plt ----> 4 import pypfopt 5 from pypfopt import risk_models, expected_returns, plotting 6 pypfopt.version
File:259, in load_module(self, fullname)
File c:\Users\renuk\AppData\Local\Programs\Python\Python39\lib\site-packages\pyportfolioopt-1.5.5-py3.9.egg\pypfopt__init__.py:8 6 from .cla import CLA 7 from .discrete_allocation import DiscreteAllocation, get_latest_prices ----> 8 from .efficient_frontier import ( 9 EfficientCDaR, 10 EfficientCVaR, 11 EfficientFrontier, 12 EfficientSemivariance, 13 ) 14 from .hierarchical_portfolio import HRPOpt 15 from .risk_models import CovarianceShrinkage
ModuleNotFoundError: No module named 'pypfopt.efficient_frontier'