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A modern Python library for Markowitz portfolio optimization and analysis.

Previously known as Diversificador

The original portfolio-analysis web app built with Dash is no longer maintained, but it is preserved on the dash-deprecated branch for reference.

Features

• Markowitz Mean-Variance Optimization — Compute the efficient frontier using scipy.optimize
• Capital Allocation Line — Mix risky portfolios with risk-free assets
• Visualization — Plotly-based charts for efficient frontier, allocation pie, CAL, correlation heatmaps, and price timelines
• Data Fetching — Built-in helpers for downloading market data via yfinance
• Web Application — FastAPI backend with a dark-themed interactive frontend

Where to go next

• Installation — install the library or run the web app
• Quick Start — optimize a portfolio in a few lines of Python
• Web Application — run the interactive dark-themed UI locally or via Docker
• API Reference — full reference for every public function and class
• Contributing — set up a dev environment and submit changes

Modules

Module	Description
core	MarkowitzOptimizer — efficient frontier optimization
allocation	CapitalAllocator — risk-free asset allocation
visualization	Plotly chart functions (efficient frontier, pie, CAL, correlation)
data	Market-data fetching and monthly-return helpers (yfinance)

The web application (backend/, frontend/) is kept in the repo but is not part of the installable package — see Web Application.