{
  "name": "portfolio-allocation",
  "version": "0.0.11",
  "date": "2020-10-09",
  "author": "Roman Rubsamen <roman.rubsamen@gmail.com>",
  "contributors": [],
  "description": "A JavaScript library to allocate and optimize financial portfolios.",
  "license": "MIT",
  "directories": {
    "lib": "lib",
    "test": "tests"
  },
  "keywords": [
    "quantitative finance",
    "portfolio allocation",
    "portfolio optimization",
    "mean variance optimization",
	"minimum variance portfolio",
	"maximum sharpe portfolio",
	"mean variance efficient frontier",
	"risk parity"
  ],
  "repository": {
    "type": "git",
    "url": "https://github.com/lequant40/portfolio_allocation_js.git"
  },
  "devDependencies": {
    "grunt": "^1.2.1",
    "grunt-contrib-concat": "^1.0.1",
    "grunt-contrib-qunit": "^3.1.0",
    "grunt-contrib-uglify": "^4.0.1",
    "grunt-replace": "^1.0.1",
    "grunt-strip-code": "^1.0.6",
    "grunt-stripcomments": "^0.7.2"
  },
  "bugs": {
    "url": "https://github.com/lequant40/portfolio_allocation_js/issues"
  },
  "main": "dist/portfolio_allocation.dist.js",
  "scripts": {
    "test": "grunt test-dist"
  },
  "dependencies": {}
}