Historic_portfolio_nb.ipynb further updates prior to V0.1 release:

[pat42w]

• Add functionality to use objectives other than max sharpe ratio
• Rework actual returns to include the max & minimum returns achieved by the portfolio during the year which will be useful for analysis
• speed up if possible

[pat42w]

Rework actual returns to include the max & minimum returns achieved by the portfolio during the year which will be useful for analysis , this has been added in the latest commit min & max returns over the course of the year are now part of the output of portfolio_generate_test()

[pat42w]

Functionality added to portfolio_generate_test() for the following objectives using the obj_method argument:

• "SHARPE" max Sharpe Ratio
• "MIN_VOL" min Volatility
• "RISK" A target Risk fed in using target_percent
• "RETURN" a target Return in fed in using target_percent

note target_percent is only used for "RISK" & "RETURN" it has no effect on "SHARPE" or "MIN_VOL" example portfolio_generate_test(database ,startdate ,enddate , silent=False, obj_method="RISK" ,target_percent= 0.2)

[pat42w]

Closing, as the other developments are added & I cannot find further speed improvements.