Financial Portfolio Optimization with amplpy#

This package replicates some financial portfolio optimization models from pypfopt using amplpy and provides a similar interface. The main purpose of this project is to illustrate how to use amplpy with financial models and how to deploy containerized applications using it.

Streamlit App Open In Colab

Notebooks#

Financial Portfolio Optimization with amplpy and amplpyfinance:

amplpyfinance_vs_amplpy.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab

Classes#