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).
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