{"repository":{"description":"Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.","homepage":"","watchers":0,"stargazers":0,"forks":0,"fork":false,"size":879,"owner":"melvinmt","private":false,"open_issues":0,"has_issues":true,"has_downloads":true,"has_wiki":true,"language":"Python","created_at":"2013-11-19T22:02:46-08:00","pushed_at":"2013-12-07T00:06:11-08:00","master_branch":"2.x/develop"},"actor_attributes":{"type":"User","name":"Melvin Tercan","company":"","blog":"http://melvinmt.com","location":"San Francisco, CA","email":"da39a3ee5e6b4b0d3255bfef95601890afd80709"},"url":"https://github.com/melvinmt/sharpefolio/compare/2.x/refactor"}