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32 changes: 32 additions & 0 deletions README.md
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# PorQua

**PorQua** is an advanced Python library designed for portfolio optimization and index replication, part of the [GeomScale project](https://github.com/GeomScale). The library includes tools and models tailored for financial data analysis, providing efficient solutions for portfolio management and asset selection.

## Features

- **Portfolio Optimization**: Implement algorithms for creating efficient and optimal portfolios.
- **Index Replication**: Build portfolios to closely track specific indices.
- **Machine Learning Models**: Use data-driven models for financial analysis, asset selection, and universe selection.

## Installation

Clone the repository:

```sh
git clone https://github.com/GeomScale/PorQua.git
cd PorQua
```


## Example Notebooks

- [example/backtest.ipynb](example/backtest.ipynb): Example of running a backtest.
- [example/compare_solver.ipynb](example/compare_solver.ipynb): Example of comparing solvers.
- [example/index_replication.ipynb](example/index_replication.ipynb): Example of index replication.
- [example/lstm.ipynb](example/lstm.ipynb): Example of using LSTM for universe selection.
- [example/ml.ipynb](example/ml.ipynb): Example of machine learning models.
- [example/ordinal_regression.ipynb](example/ordinal_regression.ipynb): Example of ordinal regression.


## License

This project is licensed under the GNU LGPL.3 License - see the [LICENSE](LICENSE) file for details.