{"library":"pyportfolioopt","type":"library","category":null,"description":"PyPortfolioOpt is a financial portfolio optimization library for Python, providing methods for mean-variance optimization, Black-Litterman allocation, and risk parity. Version 1.6.0 supports CVXPY-based solvers and offers both classical and objective-based optimization approaches. Release cadence is irregular, with contributions from the community.","language":"python","status":"active","version":"1.6.0","tags":["finance","portfolio-optimization","mean-variance","risk-management"],"install":[{"cmd":"pip install pyportfolioopt","imports":["from pypfopt import EfficientFrontier"]}],"homepage":"https://pyportfolioopt.readthedocs.io/en/latest/","github":"https://github.com/pyportfolio/pyportfolioopt","docs":"https://pyportfolioopt.readthedocs.io/en/latest/","changelog":null,"pypi":"https://pypi.org/project/pyportfolioopt/","npm":null,"openapi_spec":null,"status_page":null,"smithery":null,"compatibility":{"summary":{"python_range":"3.10–3.9","success_rate":50,"avg_install_s":16.7,"avg_import_s":null,"wheel_type":"wheel"},"url":"https://checklist.day/v1/registry/pyportfolioopt/compatibility"},"provenance":{"verified_status":"import_fail","verified_at":"Fri Jul 03","last_verified":"Fri Jul 03","next_check":"Fri Jul 10","install_tag":null}}