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---------

Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
Co-authored-by: tehcoderer <me@tehcoderer.com>
2023-09-29 11:49:05 +02:00

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title, description
title description
es OpenBB SDK Function

es

Get portfolio expected shortfall

Source Code: [link]

openbb.portfolio.es(portfolio_engine: portfolio_engine.PortfolioEngine, use_mean: bool = False, distribution: str = "normal", percentile: float = 99.9)

Parameters

Name Type Description Default Optional
portfolio_engine PortfolioEngine PortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.		 None False
use_mean if one should use the data mean return False True
distribution str choose distribution to use: logistic, laplace, normal normal True
percentile float es percentile (%) 99.9 True

Returns

Type Description
pd.DataFrame DataFrame with portfolio expected shortfall

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.es(p)