[ANN] PortfolioOptimisers.jl

PortfolioOptimisers.jl

I noticed Julia there was no comprehensive portfolio optimisation package, so I made one.

It has a huge number of features, many of them composable, so the world is your oyster. I’m still actively developing it, but the API should be fairly stable now.

I posted about it in package announcements, but you could equally just read the readme and visit the docs.

I hope it’s of interest to this sub-community.

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