tradytics/eiten
A portfolio optimization toolkit implementing statistical investing strategies like eigen portfolios and genetic algorithm-based portfolio selection.
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Eiten is an open source toolkit for building portfolios using statistical and algorithmic strategies. It implements methods such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms to optimize stock portfolio allocation. The toolkit includes a backtesting framework for testing strategies against historical data and uses Monte Carlo simulation for forward testing. It integrates with Yahoo Finance for data retrieval and relies on scikit-learn and scipy for the underlying mathematical computations.
Frequently asked
- What is tradytics/eiten?
- A portfolio optimization toolkit implementing statistical investing strategies like eigen portfolios and genetic algorithm-based portfolio selection.
- Is eiten open source?
- Yes — tradytics/eiten is open source, released under the GPL-3.0 license.
- What language is eiten written in?
- tradytics/eiten is primarily written in Python.
- How popular is eiten?
- tradytics/eiten has 3.3k stars on GitHub.
- Where can I find eiten?
- tradytics/eiten is on GitHub at https://github.com/tradytics/eiten.