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Releases: IsmailMoudden/Portfolio-Optimization-Module-SiraEdge

SiraEdge Portfolio Optimization Module v1.0.0

09 Sep 12:49

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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.txt

Documentation

  • English: README.md
  • French: README.fr.md
  • Full reports: rapport/pdf/