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cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

Owner
cvxgrp (organization)
Stars
Stars: 1,317
Forks
Forks: 309
Language
Python
License
GPL-3.0
Created
2017
Topics
convex-optimizationfinanceoptimizationoptimization-algorithmsoptimization-methodsoptimizerportfolio-optimizationpythontime-series
Tier
Beta (700 to 1,999 ★) What this tier means
View on GitHub

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