Overview

QCS Python allows portfolio managers to perform advanced risk analysis and optimization on their portfolios.

This section explains the main concepts.

• Data model: Basic classes such as assets, portfolios, histories, and context.
• Snapshot: How to construct a portfolio snapshot.
• Risk analysis
• Optimization: Optimization including Robust mean-variance optimization, Black-Litterman model, and constraint handling.
• Multi regression beta: Multi regression beta analysis and its application in determining the sensitivity to multiple factors.