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Jamie
2021-04-12 15:04:56 -04:00
parent 60604c2636
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gamestonk_terminal/portfolio_optimization/README.md
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@@ -74,7 +74,7 @@ Where S is the covariance matrix between stocks and R is the expected returns.
just implies that you want to have a net long portfolio (with no margin).
A long-short portfolio can have negative weights and usually wants to have everything add up to 0 for a market-neutral strategy.
Currently, we do not allow for changing risk models or adding constraints. If there is something spefic, please submit a feature request, or if you can
Currently, we do not allow for changing risk models or adding constraints. If there is something specific, please submit a feature request, or if you can
write it, feel free to add a PR!
All of our current implementations use the [PyPortFolioOpt](#https://pyportfolioopt.readthedocs.io/en/latest/index.html) package.
@@ -88,7 +88,7 @@ The usage is:
````
max_sharpe [-p PERIOD]
````
* -p/--period Amount of time to retreive data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defualts to 3mo.
* -p/--period Amount of time to retrieve data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defaults to 3mo.
### min_vol
This portfolio minimizes the total volatility, which also means it has the smallest returns among the efficient frontier.
@@ -96,7 +96,7 @@ The usage is:
````
min_vol [-p PERIOD]
````
* -p/--period Amount of time to retreive data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defualts to 3mo.
* -p/--period Amount of time to retrieve data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defaults to 3mo.
### eff_risk
This portfolio maximizes the returns at a given risk tolerance
@@ -104,7 +104,7 @@ The usage is:
````
eff_risk [-p PERIOD] [-r --risk RISK_LEVEL]
````
* -p/--period Amount of time to retreive data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defualts to 3mo.
* -p/--period Amount of time to retrieve data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defaults to 3mo.
* -r/--risk Risk tolerance. 5% is 0.05.
### eff_ret
@@ -113,7 +113,7 @@ The usage is:
````
eff_ret [-p PERIOD] [-r --return]
````
* -p/--period Amount of time to retreive data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defualts to 3mo.
* -p/--period Amount of time to retrieve data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defaults to 3mo.
* -r/--return. Desired return. 5% is 0.05.
### show_eff
@@ -122,5 +122,5 @@ The usage is:
````
show_eff [-p PERIOD] [-n N_PORTFOLIOS]
````
* -p/--period Amount of time to retreive data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defualts to 3mo.
* -p/--period Amount of time to retrieve data from yfinance. Options are: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max and it defaults to 3mo.
* -n Number of portfolios to simulate.