Maxquadutil
usage: maxquadutil [-p {1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max}] [-v VALUE] [-n] [--pie] [-r RISK_AVERSION] [-h]
Maximises the quadratic utility, given some risk aversion
optional arguments:
-p {1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max}, --period {1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max}
period to get yfinance data from (default: 3mo)
-v VALUE, --value VALUE
Amount to allocate to portfolio (default: 1.0)
-n, --market-neutral whether the portfolio should be market neutral (weights sum to zero), defaults to False. Requires negative lower weight
bound. (default: False)
--pie Display a pie chart for weights. Only if neutral flag is left False. (default: False)
-r RISK_AVERSION, --risk-aversion RISK_AVERSION
risk aversion parameter (default: 1)
-h, --help show this help message (default: False)