Getting Started

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!

Prerequisites

To run InvestOS you'll need:

• Python +3.8
  • You can download it here
  • If you're working on MacOS, you may wish to install it via Homebrew
• pip
  • For installing InvestOS (and any other Python packages)
  • pip installation instructions here

Although not required, running InvestOS might be easier if you have:

• Poetry, a package and dependency manager
• Familiarity with pandas
  • The popular Python data analysis package (originally) released by AQR Capital Management

Installation

If you're using pip:

$ pip install investos

If you're using poetry:

$ poetry add investos

Importing InvestOS

At the top of your python file or .ipynb, add:

import investos as inv

Next: How InvestOS Works

Congratulations on setting up InvestOS!

Let's move on to our next guide: How InvestOS Works.