Financial Portfolio Optimization with amplpy

This package replicates some financial portfolio optimization models from pypfopt using amplpy and provides a similar interface. The main purpose of this project is to illustrate how to use amplpy with financial models and how to deploy containerized applications using it.

Repositories

• GitHub Repository: https://github.com/ampl/amplpy/tree/master/amplpyfinance
• PyPI Repository: https://pypi.python.org/pypi/amplpyfinance
• PyPortfolioOpt Repository: https://github.com/robertmartin8/PyPortfolioOpt

Setup

Install from the repository:

$ python -m pip install amplpyfinance

License

MIT

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