mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-08 18:32:21 +00:00
b976503860
* Auto-fill routine scripts and add new scripts * Get rid of 'routines' folder in all autocomplete statements Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com> Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
26 lines
560 B
Plaintext
Vendored
26 lines
560 B
Plaintext
Vendored
# Go to the Portfolio Optimization (po) menu
|
|
portfolio/po
|
|
|
|
# Load in an allocation sheet with all S&P 500 tickers
|
|
load SP_500_Portfolio.xlsx
|
|
|
|
# Load in a parameters file
|
|
file OpenBB_Parameters_Template_v1.0.0.xlsx
|
|
|
|
# Apply the Hierarchical Risk Parity (hrp) technique
|
|
hrp
|
|
|
|
# Show HRP results based on sector
|
|
show HRP_0 -ct SECTOR
|
|
|
|
# Plot the sector distribution
|
|
plot HRP_0 -ct SECTOR -pi
|
|
|
|
# Show a histogram of returns and drawdowns
|
|
plot HRP_0 -ct SECTOR -hi -dd
|
|
|
|
# Show assets clustermap and risk contribution
|
|
plot HRP_0 -ct SECTOR -rc -he
|
|
|
|
# Return to home
|
|
/ |