Commit Graph

2 Commits

Author SHA1 Message Date
montezdesousa
e4f5039627 Portfolio bundle fix (#2665)
* fix rvol

* added .

* remove all ifs

* fix rsharpe, rsortino

* reorder rsort, rsharpe args

* change error msg

* change error msg

* added verification to check if the window len is larger than sample len

* change rbeta msg

* fix var and es

* add more integration tests

* changed boolean params to true booleans

* renamed the file to use test_

Co-authored-by: hjoaquim <h.joaquim@campus.fct.unl.pt>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
2022-09-29 18:59:09 +01:00
Jeroen Bouma
7e37ed0444 Add comparisons between the portfolio and benchmark including an orderbook sheet (#1773)
* Add in Portfolio Holdings for Attribution functionality

* Update a whole bunch

* Small bugfix and linting

* Remove print statements

* Update Excel to match Yahoo Finance categorization

* Make sure portfolio and benchmark are aligned

* Add in benchmarks, robustness and bugfixing

* Improve the spreadsheet

* Add in allocation model and improve portfolio features

* Bugfixing and more equities in the template

* Bugfix

* Bugfixing

* Add tests and website stuff

* WORK

* Clean up the code

* Add back in terminal changes

* Missing an enter imo

* Documentation fix

* Small fix

* Change code because tests cant handle formatting

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-05-14 12:42:01 +01:00