Tools for analyzing and optimizing investment portfolios with free historical financial data.
This Python library offers modern portfolio theory (MPT) analysis and optimization, including rebalancing strategies and Monte Carlo simulations. It provides free 'end of day' historical stock data and macroeconomic indicators for your analysis. You can use it to perform Markowitz Mean-Variance Analysis and test various forecasting distributions.
Tools for analyzing and optimizing investment portfolios with free historical financial data.
Individual investors, quantitative analysts, and finance students looking to model and optimize investment portfolios.
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okama is a library with investment portfolio analyzing & optimization tools. CFA recommendations are used in quantitative finance.
okama goes with free «end of day» historical stock markets data and macroeconomic indicators through API.
...entities should not be multiplied without necessity
-- William of Ockham (c. 1287–1347)