Welcome to azapy project - Financial Portfolio Optimization Algorithms

An open source python library for everyone.

Implements a large spectrum of portfolio optimization techniques. Performs in and out-of sample portfolio analysis.

Package source code: here

Package installation: pip install azapy

Risk-based portfolio optimizations

Naïve portfolios

Greedy portfolio optimizations

Market Selectors

Model Generators

Utility functions

Modules

Indices and tables