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Dr. Eric Janusson edited this page Sep 27, 2025
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PySharpe is an open-source project for portfolio optimization and investment planning. It provides tools to construct, analyze, and improve portfolios using quantitative methods such as Sharpe ratio maximization, diversification metrics, and systematic rebalancing.
This wiki serves as the main reference for:
- Getting Started – installation, setup, and first examples
- Core Concepts – optimization methods, risk/return analysis, and portfolio theory basics
- How-Tos – applying dollar-cost averaging, asset weighting, and scenario testing
- Roadmap – planned features and contributions
The goal of PySharpe is to make portfolio construction more systematic, transparent, and accessible.