Metadata-Version: 2.1
Name: kelley_portfolio_optimization
Version: 0.0.1
Summary: Portfolio Optimization
Home-page: https://github.com/chrisebell24/kelley_portfolio_optimization
Author: Christopher Bell
Author-email: Chris.E.Bell24@gmail.com
Maintainer: Christopher Bell
Maintainer-email: Chris.E.Bell24@gmail.com
License: UNKNOWN
Description: # Kelley Optimization
        
        
        ## Installation
        
        Run the following to install:
        
        ```python
        pip install kelley_portfolio_optimization
        ```
        
        ## Usage
        
        ```
        import numpy as np
        returns = np.array([0.0476, 0.004]) # mu
        varcov = np.matrix([[2.12, 1.03], # sigma_ij
                        [1.03, 1.89]])
        
        
        ```
        
        ## Development
        
        To install kelley_portfolio_optimization, along with the tools you need to develop and run tests, run the following in your virtualenv:
        ```bash
        $ pip install -e .[dev]
        ```
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: License :: OSI Approved :: GNU General Public License v2 or later (GPLv2+)
Classifier: Operating System :: OS Independent
Description-Content-Type: text/markdown
Provides-Extra: dev
