{"repo":"mbk-dev/okama","free":true,"listed":false,"github":"https://github.com/mbk-dev/okama","clone":"git clone https://github.com/mbk-dev/okama.git","description":"Investment portfolio and stocks analyzing tools for Python with free historical data","language":"Python","stars":270,"topics":["finance","investments","mathematics","python","optimization","portfolio-optimization","quantitative-finance","historical-data","portfolio","financial-data"],"license":"MIT","category":"trading","readme_excerpt":"Okama okama is a Python library for investment portfolio analysis and optimization. It applies concepts commonly used in quantitative finance. okama provides access to free end-of-day historical market data and macroeconomic indicators through an API. ...entities should not be multiplied without necessity -- William of Ockham (c. 1287–1347) Table of contents - Okama main features - Financial data and macroeconomic indicators - End of day historical data - Currencies - Macroeconomic indicators - Other historical data - Installation - Getting started - Examples - Documentation - Financial Widgets - MCP server - Roadmap - Contributing to okama - Communication Okama main features - Investment portfolio constrained Markowitz Mean-Variance Analysis (MVA) and optimization - Rebalanced portfolio optimization with constraints (multi-period Efficient Frontier) - Advanced rebalancing strategies: Rebalancing-bands (threshold-based), Calendar-based or hybrid - Investment portfolios with complex contributions / withdrawals cash flows (DCF) - Money-weighted internal rate of return (IRR/MWRR) for portfolio cash flows — on historical data and across Monte Carlo forecast paths - Monte Carlo Simulations for financial assets and investment portfolios, reproducible with a random seed - Forecasting with popular theoretical distributions: normal, lognormal and Student's (T) - Degrees of freedom optimization for Student's t-distribution to fit well at a given confidence level - Testing distributions","default_branch":null,"files":null,"tree":[],"storefront":"/r/mbk-dev","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/mbk-dev/okama/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."}