Generación y análisis de retornos de portafolios artificiales y reales
Generation and analysis of artificial and real portfolio returns
Generation and analysis of artificial and real portfolio returns.
A comprehensive toolset for analyzing and managing financial portfolios/markets through the StocksSet class. Provides functionality for portfolio/market optimization, risk assessment, and performance analysis.
Key Features:
- Portfolio/market construction and rebalancing
- Risk metrics calculation (variance, VaR, etc.)
- Expected returns estimation
- Correlation and covariance analysis
- Diversification metrics
- Portfolio/market visualization tools
- Market data handling and validation
- Entropy-based analysis
You can contact me at: [email protected]
https://github.com/quatrope/garpar
Garpar is under MIT License
This license allows unlimited redistribution for any purpose as long as its copyright notices and the license's disclaimers of warranty are maintained.
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