Metadata-Version: 2.1
Name: blportopt
Version: 0.0.0
Summary: A bayesian approach to portfolio optimization
Home-page: https://github.com/skhan1020/BlPortfolioConstruction
License: MIT
Author: Souratosh Khan
Author-email: souratosh.khan86@gmail.com
Requires-Python: >=3.9
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Requires-Dist: matplotlib (>=3.7.4,<4.0.0)
Requires-Dist: numpy (>=1.24.4,<2.0.0)
Requires-Dist: pandas (>=2.0.3,<3.0.0)
Requires-Dist: pandas-datareader (>=0.10.0,<0.11.0)
Requires-Dist: scikit-learn (>=1.3.2,<2.0.0)
Requires-Dist: scipy (>=1.10.1,<2.0.0)
Requires-Dist: statsmodels (>=0.14.1,<0.15.0)
Requires-Dist: yfinance (>=0.2.35,<0.3.0)
Project-URL: Repository, https://github.com/skhan1020/BlPortfolioConstruction
Description-Content-Type: text/markdown

<!-- content -->

BlPortfolioConstruction is a library which attempts to automate portfolio optimization by adopting a bayesian approach (Black-Litterman model) in conjunction with Factor Analysis and classical mean-variance/max sharpe optimization methods. 

