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Mar
11
comment Python library for Portfolio Optimization
I guess using R and the rstudio server is pretty tough to beat.
Mar
10
comment Python library for Portfolio Optimization
Here are some links to the scikits.learn package LW function: [example] scikit-learn.sourceforge.net/dev/auto_examples/… [LW class] scikit-learn.sourceforge.net/dev/modules/generated/… [LW function] scikit-learn.sourceforge.net/dev/modules/generated/…
Mar
10
comment Python library for Portfolio Optimization
I have used rpy and rpy2, like it very much. Are many people using and happy with this flow in their work: python -> r -> model execute -> python.