Welcome to the InvestOS portfolio engineering and backtesting framework!
InvestOS is an opinionated framework for constructing and backtesting portfolios in a consistent, albeit flexible way. We built it to make institutional-grade backtesting and portfolio optimization simple, extensible, and open-source.
This guide covers getting up and running with InvestOS.
Let's jump in!
To run InvestOS you'll need:
Although not required, running InvestOS might be easier if you have:
If you're using pip:
$ pip install investos
If you're using poetry:
$ poetry add investos
At the top of your python file or .ipynb, add:
import investos as inv
Congratulations on setting up InvestOS!
Let's move on to our next guide: How InvestOS Works.