Py-vAllocation Core Module

The core module provides the foundational classes and functions for portfolio allocation and optimization. This page provides an overview and links to the submodules.

Submodules

Portfolio Allocation

Portfolio API: Core portfolio management functionality
Portfolio Optimization: Advanced portfolio optimization techniques
Portfolio Views: Flexible views and constraints management

Ensembling & Discrete Allocation

Portfolio Ensembling: Portfolio averaging and exposure stacking utilities
Discrete Allocation: Convert continuous weights to discrete share counts

Probabilistic Methods

pyvallocation.bayesian module: Bayesian portfolio allocation methods
Probabilistic Methods: Probabilistic modeling tools
Statistical Moments Module: Statistical moments and distribution analysis

Utility Functions

pyvallocation.utils package: Comprehensive utility functions for data handling, validation, and projection
Performance Utilities: Scenario PnL helpers and performance summaries
Plotting Utilities: Plotting utilities for visualizing frontiers and allocations

Stress Testing

Stress Testing Utilities: Probability tilts and linear scenario shocks