From 3012f178a88b43f04b4d7324748783fa8e7c8583 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 4 Apr 2019 06:49:18 -0300 Subject: [PATCH] Added PyPortfolioOpt --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 786c852..4f7689c 100644 --- a/README.md +++ b/README.md @@ -68,6 +68,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pipeline-live](https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading. - [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. +- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. ### Risk Analysis