Install
Mac OS X, Windows, and Linux
Riskfolio-lib only supports Python 3.7+ on OS X, Windows, and Linux. I recommend using pip for installation.
It is highly recommendable that you must have installed a scientific Python distribution like anaconda or winpython (Windows only).
Install
Pybind11
.
pip install pybind11
If you don’t have installed cvxpy, you must follow cvxpy installation instructions before installing Riskfolio-Lib.
If you still have problems installing cvxpy, you can download cvxpy wheel from the Unofficial Windows Binaries for Python Extension Packages and install using pip.
pip install path/cvxpy‑version.whl
Install Visual Studio Build Tools (Only for Windows).
Install
Riskfolio-lib
.
pip install riskfolio-lib
To run some examples is necessary to install yfinance.
pip install yfinance
To run some examples is necessary to install MOSEK, you must follow MOSEK installation instructions. To get a MOSEK license you must go to Academic Licenses.
pip install mosek
Dependencies
Riskfolio-Lib has the following dependencies:
numpy>=1.18.0
scipy>=1.1.0
pandas>=1.0.0
matplotlib>=3.5.0
cvxpy>=1.3.1
scikit-learn>=1.0.0
statsmodels>=0.10.1
arch>=4.15
xlsxwriter>=1.3.7
networkx>=2.5.1
astropy>=4.3.1 (if there are problems check astropy installation instructions)
pybind11>=2.10.1