coshx / portfolio_optimizer

Visualize your optimal stock portfolio
MIT License
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Experiment/ex ante #45

Closed mwytock0812 closed 8 years ago

mwytock0812 commented 8 years ago

Changes Sharpe ratio calculation to true ex ante calculation where SPY is used as the risk-free rate instead of treasury bonds. Refactors and updates the docstrings for many backend functions. Returns a dataframe of the optimal portfolio values vs. SPY.