A portfolio management tool with built-in portfolio optimization algorithms, with extensibility for different use cases for both institutes and retail traders.
This project is inspired by these two projects:
- PyBroker / TiBacktester An easy to use backtest library.
- Riskfolio-Lib A library for making quantitative strategic asset allocation.
TiPortfolio is trying to be a portfolio optimisation library, it can backtest as easy as PyBroker, and it can be extended to different algorithms similar to Riskfolio-Lib. In another word, it is a more practical version of Riskfolio-Lib with backtesting support.
This project is built and tested with Python 3.12, however, it should be compatible with Python 3.10 and above.
todo
including features work in progress
- Dollar neutral
- Beta neutral
- Tail risk management
- Volatility Targeting
- Drawdown control
- Simple Backtesting