Tutorials

Portfolio optimization

Design, integrate, and dynamically rebalance optimized portfolios

Are you looking to build a portfolio that achieves the highest possible return while keeping the risk at a level you are comfortable with?

✅ Learn how to design and implement your own portfolio optimization models 🎂

✅ Discover how VBT integrates with third-party libraries such as PyPortfolioOpt, Riskfolio-Lib, and Universal Portfolios to enable rebalancing with just a few lines of code!

✅ Learn how to rebalance dynamically using Numba. We will implement a threshold rebalancing template that can be used with any optimization function. As a bonus, we will build a mean-variance optimizer (MVO) from scratch for a significant performance boost 💨

Topics

Models

Design and implement portfolio optimization models

Integrations

Learn about integrations with third-party portfolio optimization libraries in VectorBT PRO

Dynamic

Learn about dynamic portfolio optimization in VectorBT PRO

MTF analysis

Align, aggregate, and analyze data across multiple time frames

Pairs trading

Build and optimize a pairs-trading strategy across hundreds of assets

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