Mean Variance Portfolio

MV Port is a Python package to perform Mean-Variance Analysis. It provides a Portfolio class with a variety of methods to help on your portfolio optimization tasks.

• Free software: MIT license
• Documentation: https://mean-variance-portfolio.readthedocs.io.

Features

• Easy portfolio setup
• Portfolio evaluation
• Random portfolio allocation
• Minimum Variance Portfolio optimization
• Efficient Frontier evaluation
• Tangency Portfolio for a given risk free return rate

Installation

To install MV Port, run this command in your terminal:

$ pip install mvport

Check here for further information on installation.

Basic Usage

Instantiate a portfolio and add some stock and evaluate it given a set of weights:

>>> import mvport as mv
>>> p = mv.Portfolio()
>>> p.add_stock('AAPL', [.1,.2,.3])
>>> p.add_stock('AMZN', [.1,.3,.5])
>>> mean, variance, sharp_ratio, weights = p.evaluate([.5, .5])
>>> print '{} +- {}'.format(mean, variance)
0.25 +- 0.0225

Check here for further information on usage.