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Thrifty Rabbit is a working title for my research into Modern Portfolio Theory and automated investing.

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Modern Portfolio Methods in Python

This repository provides a set of Python modules that implement modern portfolio methods. The modules can be used to collect price data, use goal-based advising techniques, analyze a portfolio for diversification, and visualize the efficient frontier of a portfolio.

Installation

To install the modules, simply clone the repository and run the following command:

(coming in release 1.0) pip install -e .

Usage

The modules in this repository can be used as follows:

To build a portfolio of assets using the Portfolio class. The Portfolio class can:

  • get historical closing price data for assets
  • analyze a portfolio for diversification, using the correlation_report() class method.
  • visualize the efficient frontier of a portfolio using the show_efficient_frontier() class method.

To use goal-based advising techniques, using the goals and riskevaluation modules.

Examples

The repository includes a number of examples in Jupyter notebooks that demonstrate how to use the modules. The examples can be found in the examples directory.

Documentation

The documentation for the modules can be found in the docs directory. The documentation includes detailed descriptions of the functions and classes in the modules.

Contributing

Contributions to this repository are welcome. To contribute, simply fork the repository and submit a pull request.

License

This repository is licensed under the MIT License.

Credits

This package uses the following packages:

References

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Thrifty Rabbit is a working title for my research into Modern Portfolio Theory and automated investing.

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