We are happy to announce that we have released PortfolioLab which now contains all of the implementations on portfolio optimisation from MlFinLab. It’s very important that you please move on over to the new library as we will be deprecating that functionality that exists in MlFinLab, early February.
pip install portfoliolab
We are formalizing MlFinLab and PortfolioLab. Each has a community and Pro edition. The community edition has all the tools you have been using up to now with the Pro editions containing all of the new implementations we will be developing as well as the full documentation and notebooks. The impact on all of our existing clients will be minimal and we are committed to make this a smooth transition. It was largely motivated by reducing the dependency burden on the portfolio modules. Over the next 2 days, we will be granting Executor tier clients access to the repo containing the Jupyter notebooks.
Tomorrow morning I will market this on social media and @Aditya’s new article on Black-Litterman will be published.