Financial Portfolio Optimization Algorithms
Author: Mircea Marinescu
email: [email protected]
Package installation: pip install azapy
A graphical user interface is provided by azapyGUI package.
Collect historical market data from various providers.
Supported providers:
Generate business calendars. At this point only NYSE business calendar is implemented.
Generate rebalancing portfolio schedules.
Append a cash-like security to an existing market data object.
Update market data saved in a directory.
N-simplex random vectors generators.