Install

Mac OS X, Windows, and Linux

Riskfolio-lib only supports Python 3 on OS X, Windows, and Linux. I recommend using pip for installation.

1. (Windows only) Download the Visual Studio build tools for Python 3 (download).

  1. Install Riskfolio-lib.

pip install riskfolio-lib

Dependencies

Riskfolio-Lib has the following dependencies:

  • numpy>=1.17.0

  • scipy>=1.1.0

  • pandas>=1.0.0

  • matplotlib>=3.0.0

  • cvxpy>=1.0.25

  • scikit-learn>=0.22.0

  • statsmodels>=0.10.1