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!