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Hi im using the following code to graph the efficient frontier, however the graph i get its setting the optimal portfolio at a point that does not make sense
with this optimal port:
```
Expect…
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It appears the the web portal calls an endpoint that tracks account history. But I belive that endpoint is unavailable to the public. This feature would be good for tracking performance over time and …
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HI teddy
I would like to know as to who should I replace the following part ii , if I whant say instead want to maximize for other variant quantities say like calmar ratio
A = np.mean(R)
…
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Issue Description
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**Is your feature request related to a problem? Please describe.**
New metrics are needed for optimizing the allocation capital between the constituent assets…
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First off, Thank you for the wonderful work. This is very useful and I am sure will be appreciated by many. I've dabbled with a few packages for backtesting in python and this is by far my favorite.…
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When calling pyfolio.create_returns_tear_sheet(), I get this AttributeError:
> module 'empyrical' has no attribute 'information_ratio'
Here's my config:
- Python 3.6.1
- Anaconda 4.4
- Microsof…
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Hello! First of all thanks a lot for this library it has a very nice interface and the code is a great reference to harden the loose ends on concepts I have only recently began learning.
I did hav…
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**Funding:**
1.5 ETH (~300 USD)
**Description:**
Create a useful visualization of the `TradingEnvironment` in the `render` method.
**Requirements:**
* Implement a useful visualization of the …
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Running the following:
```py
from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test import SMA
import priceHistory
class SmaCross(Strategy):…
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When i use the max_sharpe function it returns the optimal weight for every asset in my dataframe.
Is there a way to find out the optimal weights when investing in the risk free asset and investing …