Metadata-Version: 2.1
Name: kelley-portfolio-optimization
Version: 0.0.2
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
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
Requires-Dist: numpy (>=1.16.1)
Requires-Dist: pandas (>=1.0.0)
Requires-Dist: wget (>=3.2)
Requires-Dist: pyomo (>=6.3.0)
Provides-Extra: dev
Requires-Dist: pytest (>=3.7) ; extra == 'dev'

# 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]
```


