Welcome to Allopy’s documentation!

The Allopy toolbox contains methods for financial risk modelling and portfolio optimization.

Primarily, it has routines for

• Non-Linear and Linear Optimization

• Basic Financial Metrics (such as expected returns or CVaR calculations)

Contents:

• Getting Start
  • Python Support
  • Installing the Packages
  • Configuring Conda
  • Using Environments
• Examples
  • Adding Uncertainty Penalty
  • Basic Optimizer Usage (Simple)
  • Simulation and Optimization
  • Regret Optimization
• Optimizers
  • Base Optimizer
  • Portfolio Optimizer
  • Active Portfolio Optimizer
  • Regret Optimizer
  • Portfolio Regret Optimizer
  • Active Portfolio Regret Optimizer
  • Algorithms
• Penalty
  • NoPenalty
  • UncertaintyPenalty
• Datasets
  • Load Index
  • Load Monte Carlo

Indices and tables

• Index

• Module Index

• Search Page