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1.1 KiB
Vendored
1.1 KiB
Vendored
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The terminal has incorporated PyPortfolioOpt. Refer to the documentation here: https://pyportfolioopt.readthedocs.io/en/latest/MeanVariance.html
Portfolio Optimization:
select select list of tickers to be optimized
add add tickers to the list of the tickers to be optimized
rmv remove tickers from the list of the tickers to be optimized
Tickers: VT, QQQ, SPY
Optimization:
equal equally weighted
mktcap weighted according to market cap (property marketCap)
dividend weighted according to dividend yield (property dividendYield)
property weight according to selected info property
Mean Variance Optimization:
maxsharpe optimizes for maximal Sharpe ratio (a.k.a the tangency portfolio
minvol optimizes for minimum volatility
maxquadutil maximises the quadratic utility, given some risk aversion
effret maximises return for a given target risk
effrisk minimises risk for a given target return
ef show the efficient frontier
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