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Portfolio optimization

You want to build your portfolio to yield the maximum possible return while maintaining the amount of risk you're willing to carry?

  • Learn how to design and implement your own portfolio optimization models 🍰

  • Discover how vectorbt integrates third-party libraries such as PyPortfolioOpt, Riskfolio-Lib, and Universal Portfolios to rebalance with a couple lines of code!

  • Learn how to rebalance dynamically using Numba. We'll implement a threshold rebalancing template that can be used with any optimization function. As a bonus, we'll implement a mean-variance optimizer (MVO) from the ground up for a remarkable performance boost 💨

  • Example: Weekly mean-variance optimization