Commit Graph

3 Commits

Author SHA1 Message Date
Jeroen Bouma
f7f16b2597 Add in Portfolio Optimization, Dark Pools, Discovery and Comparison Guides (#1887)
* commit

* commit

* Corrected typo in the index list, and added Thailand, Philippines, Wilshire US Large Cap Growth and Value, MOVE Index

* update to index list

* commit

* commit

* Corrected typo in the index list, and added Thailand, Philippines, Wilshire US Large Cap Growth and Value, MOVE Index

* guides: behavioural anaylsis & trading hours

* linter

* Add in Portfolio Optimization, Dark Pools, Discovery and Comparison Guides

* Update _index.md

* Update _index.md

* Update _index.md

* Remove images

* Some small improvements

* Update _index.md

* Add GIF

* ABC

* Add files via upload

* Fix small mistake

* Remove installer explanation since it is better documented in Hugo

* Small fix

Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
Co-authored-by: james <jmaslek11@gmail.com>
2022-05-31 18:20:12 +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
Riskfolio
34bc290dde New portfolio optimization menu (#1642)
* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* Update _index.md

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* configure portfolio optimization parameters ini

* minor improvement

* Revert "New-Portfolio-Optimization-Menu"

This reverts commit b4b7169cfb.

* Add in Excel functionality and improve the capabilities

* Add Excel load function

* Tidying up the functions

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* Re-add my code

* Some spacing and details

* Add folder structure for portfolio

* Update terminal file loading

* New-Portfolio-Optimization-Menu

* Make it possible to move from params to po with loaded file

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* Making the connection between the parameters file and the functions

* Add in allocation and new params files

* Improve params default settings

* New-Portfolio-Optimization-Menu

* Update Portfolios and Params sheets

* Update sheets

* Update command to load in correct sheet

* Adjust function to only read specific columns

* Update portfolio

* Small correction

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* Patched up show error

* Add Equity portfolio

* Make functions more robust

* New-Portfolio-Optimization-Menu

* New-Portfolio-Optimization-Menu

* Add in Params documentation

* Fixing Linting

* Add in Requirements and Poetry Updates

* Update website

* linting

* Update tests

* Minor fix

* remove unneccesary READMEs

* Remove expected variable type

* Improve documentation

* Clean up the code

* Refractoring

* Adjust names to make it OS friendly

Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: jmaslek <jmaslek11@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: DidierRLopes <dro.lopes@campus.fct.unl.pt>
2022-05-03 13:54:01 +02:00