Releases: IsmailMoudden/Portfolio-Optimization-Module-SiraEdge
Releases · IsmailMoudden/Portfolio-Optimization-Module-SiraEdge
SiraEdge Portfolio Optimization Module v1.0.0
Initial release of the SiraEdge Portfolio Optimization Module
Features
- 7 portfolio optimization models (Markowitz, Risk Parity, Monte Carlo, Black-Litterman, ML, Hybrid, Custom Metrics)
- Comprehensive walk-forward backtesting
- Professional documentation in English and French
- Machine learning integration for return forecasting
- Advanced risk management tools
Installation
git clone https://github.com/IsmailMoudden/Portfolio-Optimization-Module-SiraEdge.git
cd Portfolio-Optimization-Module-SiraEdge
pip install -r requirements.txtDocumentation
- English: README.md
- French: README.fr.md
- Full reports: rapport/pdf/