Metadata-Version: 2.1
Name: quant-risk
Version: 1.1.1
Summary: Quantitative functions in Python
Home-page: https://github.com/QAM-ATC/Risk/tree/package
Author:  NTU Quantitative Asset Management Club
Author-email: quantassetmgmtdivision@gmail.com
License: MIT
Description: [![Documentation Status](https://readthedocs.org/projects/quant-risk/badge/?version=latest)](https://quant-risk.readthedocs.io/en/latest/?badge=latest) ![GitHub](https://img.shields.io/github/license/QAM-ATC/Risk)
        # Risk
        Welcome to the Quant-Risk package!
        
        Please head over to https://quant-risk.readthedocs.io/en/latest/ to view the latest documentation for the package
        
        To set up your environment:
        1. install pipenv by:
        ``` {python}
        pip install pipenv
        ```
        2. then go to the main directory of this repo and do:
        ``` {python}
        pipenv shell
        ```
        3. Update your setup tools package by:
        ```{python}
        python -m pip install -U pip setuptools
        ```
        3. Now, to install the package, run the command:
        ``` {python}
        pipenv install quant_risk
        ```
        4. To exit the virtual environment do:
        ``` {python}
        exit
        ```
        
        Since, PyPortfolioOpt requires  Visual Studio C++, do the following:
        1. Before installing and setting up your environment, install Visual Studio Build Tools from here: https://visualstudio.microsoft.com/downloads/
        choose the Community version if you have Windows
        2. From the available softwares, select "Visual Studio Build Tools 2019"
        3. Now your pipenv shell should be able to install PyPortfolioOpt
        
        Note: The above is for Windows users, for Mac users please see: https://osxdaily.com/2014/02/12/install-command-line-tools-mac-os-x/
        
        To run a jupyter notebook instance with this venv:
        1. Activate your venv by:
        ``` {python}
        pipenv shell
        ```
        2. run the command:
        ``` {python}
        pipenv install jupyter
        ```
        3. run the command:
        ``` {python}
        pipenv run jupyter notebook
        ```
        All done!
        An instance of Jupyter notebook should now open up in your browser
        
        
        ### *Version 1.1.1*
        Fixed minor import errors
        
        ---
        
        ### *Version 1.1.0*
        Added risk parity portfolios and covariance shrinkage
        
        ---
        ### *Version 1.0.2*
        Removed Quandl dependency and risk free rate function
        
        ---
        ### *Version 1.0.1*
        First published working build
        
        ---
        ### *Version 1.0.0*
        Initial Build
        
        ---
        
Keywords: Quantitative,Risk,Portfolio
Platform: UNKNOWN
Description-Content-Type: text/markdown
