Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha


Keywords
investing, alpha, backtesting, portfolio, optimization, forecastos
License
CC-BY-NC-SA-2.5
Install
pip install investos==0.1.1

Documentation

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InvestOS

Welcome to the InvestOS portfolio engineering and backtesting framework!

InvestOS is an opinionated framework for constructing and backtesting portfolios in a consistent, albeit flexible way. We built it to make institutional-grade backtesting and portfolio optimization simple, extensible, and open-source.


Docs website - investos.io docs
Package PyPI - Version PyPI - Python Versions
Meta Poetry Ruff license - CC-BY-NC-SA-4.0

Getting Started

Prerequisites

To run InvestOS you'll need:

Although not required, running InvestOS might be easier if you have:

  • Poetry, a package and dependency manager
  • Familiarity with pandas
    • The popular Python data analysis package (originally) released by AQR Capital Management

Installation

If you're using pip:

$ pip install investos

If you're using poetry:

$ poetry add investos

Importing InvestOS

At the top of your python file or .ipynb, add:

import investos as inv

Congratulations on setting up InvestOS!

Let's move on to our next guide: How InvestOS Works

Contributing

InvestOS is an open-source project and we welcome contributions from the community.

If you'd like to contribute, please fork the repository and make changes as you'd like. Pull requests are warmly welcome.

Contributors ✨