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robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
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Feature request: Equalizer #474

Open BradKML opened 2 years ago

BradKML commented 2 years ago

Is your feature request related to a problem? It plots the portfolio contra each of its components, to demonstrate how portfolio reduces variance

Describe the feature you'd like

  1. It charts each asset's annual returns, and then overlays itself with the portfolio's annual returns.
  2. It hints at maximum and minimum variance of the portfolio against individual assets crossing the line
  3. extreme outliers can be excluded from the visualization

Additional context Similar idea from PortfolioCharts