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Mar
11
comment What is the reference python library for portfolio optimization?
I guess using R and the rstudio server is pretty tough to beat.
Mar
10
comment What is the reference 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 What is the reference 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.