etlportfolio

Expected tail loss portfolio optimisation in python

Installation

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

pip3 install etlportfolio

Releases

Version Released Buster
Python 3.7
Bullseye
Python 3.9
Bookworm
Python 3.11
Files
0.0.1 2022-09-07  

Issues with this package?

Page last updated 2023-10-28 06:03:08 UTC