Super easy Python Financial portfolio optimization (modern portfolio theory, efficient frontier, etc.)

Automatically optimize financial portfolio from historical data super-easily using modern portfolio theory, efficient frontier, etc. in Python

1. tool installation

$ pip install portfolio-backtest
$ pip install PyPortfolioOpt

2. file creation

3. execution

$ python backtest.py

• Tangency Portfolio

• Minimum Variance Portfolio

• Minimum CVaR Portfolio

• Hierarchical Risk Parity Portfolio

• Cumulative returns by portfolio

That’s super easy!

4. reference

portfolio-backtest