Install¶

Mac OS X, Windows, and Linux¶

Riskfolio-lib only supports Python 3.10 or higher on OS X, Windows, and Linux. I recommend using pip for installation.

1. It is highly recommended that you have installed a scientific Python distribution such as anaconda or winpython (Windows only).

2. Install Pybind11.

pip install pybind11

3. If you don’t have installed cvxpy, you must follow cvxpy installation instructions before installing Riskfolio-Lib.

4. Install Visual Studio Build Tools (Only for Windows).

5. Install Riskfolio-lib.

pip install riskfolio-lib

6. To run some examples is necessary to install yfinance.

pip install yfinance

7. 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

8. To run the backtesting example is necessary to install vectorbt.

pip install vectorbt

Dependencies¶

Riskfolio-Lib has the following dependencies:

• numpy \(\geq\) 1.26.4

• scipy \(\geq\) 1.13.0

• pandas \(\geq\) 2.2.2

• matplotlib \(\geq\) 3.9.2

• clarabel \(\geq\) 0.11.1

• SCS \(\geq\) 3.2.7

• cvxpy \(\geq\) 1.7.2

• scikit-learn \(\geq\) 1.7.0

• statsmodels \(\geq\) 0.14.5

• arch \(\geq\) 7.2

• xlsxwriter \(\geq\) 3.2.2

• networkx \(\geq\) 3.4.2

• astropy \(\geq\) 6.1.3 (if there are problems check astropy installation instructions)

• pybind11 \(\geq\) 2.13.6