diff --git a/README.md b/README.md index 94ee1e66..e8f762f3 100755 --- a/README.md +++ b/README.md @@ -1,46 +1,28 @@ -
-
-
-
+PyPortfolioOpt is a library implementing portfolio optimization methods, including
+classical mean-variance optimization, Black-Litterman allocation, or shrinkage and Hierarchical Risk Parity.
+PyPortfolioOpt is inspired by scikit-learn; it is **extensive** yet easily **extensible**, for casual investors, or professionals looking for an easy prototyping tool. Whether you are a fundamentals-oriented investor who has identified a
+handful of undervalued picks, or an algorithmic trader who has a basket of
+strategies, PyPortfolioOpt can help you combine your alpha sources in a risk-efficient way.
-PyPortfolioOpt is a library that implements portfolio optimization methods, including
-classical mean-variance optimization techniques and Black-Litterman allocation, as well as more
-recent developments in the field like shrinkage and Hierarchical Risk Parity.
-It is **extensive** yet easily **extensible**, and can be useful for either a casual investors, or a professional looking for an easy prototyping tool. Whether you are a fundamentals-oriented investor who has identified a
-handful of undervalued picks, or an algorithmic trader who has a basket of
-strategies, PyPortfolioOpt can help you combine your alpha sources
-in a risk-efficient way.
+
-**PyPortfolioOpt has been [published](https://joss.theoj.org/papers/10.21105/joss.03066) in the Journal of Open Source Software 🎉**
+| | **[Documentation](https://pyportfolioopt.readthedocs.io/en/latest/)** · **[Tutorials](https://github.com/pyportfolio/pyportfolioopt/tree/main/cookbook)** · **[Release Notes](https://github.com/PyPortfolio/PyPortfolioOpt/releases)** |
+|---|---|
+| **Open Source** | [](https://github.com/pyportfolio/pyportfolioopt/blob/master/LICENSE) [](https://gc-os-ai.github.io/) | |
+| **Tutorials** | [](https://mybinder.org/v2/gh/pyportfolio/pyportfolioopt/main/?filepath=cookbook) |
+| **Community** | [](https://discord.gg/7uKdHfdcJG) [](https://www.linkedin.com/company/pyportfolioopt/) |
+| **CI/CD** | [](https://github.com/pyportfolio/pyportfolioopt/actions/workflows/release.yml) [](https://pyportfolioopt.readthedocs.io/en/latest/?badge=latest) |
+| **Code** | [](https://pypi.org/project/pyportfolioopt/) [](https://www.python.org/) [](https://github.com/psf/black) |
+| **Downloads** |   [)](https://pepy.tech/project/pyportfolioopt) |
+| **Citation** | [JOSS article](https://joss.theoj.org/papers/10.21105/joss.03066) |
-PyPortfolioOpt is now being maintained by [Tuan Tran](https://github.com/88d52bdba0366127fffca9dfa93895).
+
+
Head over to the **[documentation on ReadTheDocs](https://pyportfolioopt.readthedocs.io/en/latest/)** to get an in-depth look at the project, or check out the [cookbook](https://github.com/pyportfolio/pyportfolioopt/tree/main/cookbook) to see some examples showing the full process from downloading data to building a portfolio.
@@ -352,7 +334,7 @@ SBUX: 0.0695
### Black-Litterman allocation
-As of v0.5.0, we now support Black-Litterman asset allocation, which allows you to combine
+Pyportfolioopt supports Black-Litterman asset allocation, which allows you to combine
a prior estimate of returns (e.g the market-implied returns) with your own views to form a
posterior estimate. This results in much better estimates of expected returns than just using
the mean historical return. Check out the [docs](https://pyportfolioopt.readthedocs.io/en/latest/BlackLitterman.html) for a discussion of the theory, as well as advice
@@ -483,7 +465,7 @@ BibTex::
Contributions are _most welcome_. Have a look at the [Contribution Guide](https://github.com/PyPortfolio/PyPortfolioOpt/blob/main/CONTRIBUTING.md) for more.
-I'd like to thank all of the people who have contributed to PyPortfolioOpt since its release in 2018.
+We'd like to thank all of the people who have contributed to PyPortfolioOpt since its release in 2018.
Special shout-outs to:
- Tuan Tran