etlportfolio

Expected tail loss portfolio optimisation in python

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install etlportfolio

Dependencies

  • None

Releases

Version Released Bookworm
Python 3.11
Trixie
Python 3.13
Files
2.0.4 2024-11-03

Issues with this package?

Page last updated 2026-09-03 07:48:51 UTC