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 Bullseye
Python 3.9
Bookworm
Python 3.11
Files
2.0.4 2024-11-03

Issues with this package?

Page last updated 2025-06-27 18:52:38 UTC