{"repo":"dcelisgarza/PortfolioOptimisers.jl","free":true,"listed":false,"github":"https://github.com/dcelisgarza/PortfolioOptimisers.jl","clone":"git clone https://github.com/dcelisgarza/PortfolioOptimisers.jl.git","description":"Portfolio Optimisation library built in Julia.","language":"Julia","stars":19,"topics":["machine-learning","portfolio-optimization","portfolio-optimisation","asset-management","portfolio-management","quantitative-finance"],"license":"MIT","category":"trading","readme_excerpt":"PortfolioOptimisers.jl Category Badge :--------- :---- Docs CI Coverage Contribute Misc [!CAUTION] Investing conveys real risk, the entire point of portfolio optimisation is to minimise it to tolerable levels. The examples use outdated data and a variety of stocks (including what I consider to be meme stocks) for demonstration purposes only. None of the information in this documentation should be taken as financial advice. Any advice is limited to improving portfolio construction, most of which is common investment and statistical knowledge. Portfolio optimisation is the science of either: - Minimising risk whilst keeping returns to acceptable levels. - Maximising returns whilst keeping risk to acceptable levels. To some definition of acceptable, and with any number of additional constraints available to the optimisation type. There exist myriad statistical, pre- and post-processing, optimisations, and constraints that allow one to explore an extensive landscape of \"optimal\" portfolios. PortfolioOptimisers.jl is an attempt at providing as many of these as possible under a single banner. We make extensive use of Julia 's type system, module extensions, and multiple dispatch to simplify development and maintenance. Please visit the documentation for details on the vast feature list. Installation PortfolioOptimisers.jl is a registered package, so installation is as simple as: Roadmap - For a roadmap of planned and desired features in no particular order please refer to Issue #37","default_branch":null,"files":null,"tree":[],"storefront":"/r/dcelisgarza","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/dcelisgarza/PortfolioOptimisers.jl/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}