InvestOS v0.5: MIT License

We’re thrilled to announce InvestOS v0.5.9, a release that marks a new chapter for our open-source portfolio optimization, backtesting, and reporting software!

From today, the public codebase is relicensed under the permissive MIT license, removing the last barrier between quants and rapid experimentation. This change empowers hedge-fund desks, indie traders, and educators alike to fork, extend, and even commercialize InvestOS without legal friction!

Version 0.5 also ships some of the features our community has been asking for.

Highlights include an open source, customizeable risk model, native Dask integration for horizontal portfolio optimization scaling, and first-class support for ForecastOS' pre-engineered data (FeatureHub) and reporting UI (Skylight).

Behind the scenes, we've been working with professional investors to improve the flexibility and speed of our solution; more to come on the huge performance gains we've been able to realize with one of our hedge fund clients!

What’s next? Easier to use performance attribution, tighter integration with Skylight (our paid UI solution for quant reporting and analytics), and a full test suite for stability.

Check out the new release, give us a star on GitHub, and join the conversation—the future of open finance just became even more open!

Thank you to every quant investor, contributor, and advisor who tested new builds / logic, filed issues, made recommendations, and pushed the mission forward ❤️

- Charlie, Founder of ForecastOS and InvestOS