mypo documentation

mypo is a Python module for making strategy your portfolio and is distributed under the MIT license.

The project was started in 2021 by sonesuke.

Website: https://sonesuke.github.io/mypo/

Installation

You can install the latest this module with the command:

pip install mypo

Quick start

You can start quickly by using docker image with the command.

git clone https://github.com/sonesuke/mypo.git
docker-compose up

After starting Jupyter server, you can login it with the token. The default of token is ‘1111’.

User guide

This tutorial will be helpful for understanding the usage of this module.

• Withdraw rate
• Explore market data.
• Optimize the portfolio.
• Advanced Explore market data.
• Ticker selections
  • Clustering Tickers
  • Traditional Asset Class
  • Select Tickers from clusters
  • Select Tickers by daily return
  • Select Tickers by Sharpe ratio
  • Select Tickers by Regression
• Relative tickers
• Risk Off Strategy
  • Reference Performance (SPY)
  • RiskParityOptimizer without filter
  • RotationStrategy with cash filter (Covariance)
  • RiskParityOptimizer with cash filter (Moving Average)
  • RiskParityOptimizer with cash filter (Fixed Level)
  • RiskParityOptimizer with cash filter (Calendar)
• Rotation Strategy
  • Reference Performance (SPY)
  • RotationStrategy
  • RotationStrategy with cash filter
  • If it is no fee.
• Factor Investement
• World Risk Weighted
• World Value Weighted
• US Value Weighted
• World Balanced Portfolio
• Factor Investement
• Traditonal Asset Class
• My Portfolio
  • Reference Performance (SPY)
  • MeanVarianceOptimizer with cost tolerance
  • MeanVarianceOptimizer with static weight.
  • RiskParityOptimizer with static weight.

Developer guide

We welcome new contributors of all experience levels. The mypo community goals are to be helpful, welcoming and effective.

Source code

You can check the latest source with the command:

git clone https://github.com/sonesuke/mypo.git

API reference

• Module Index

• Index

Withdraw rate