Problem: Finding the right way to create a pareto frontier for certain consumer demographics. Weirdly enough deepcopy is needed when both frontier finding and Sharpe-optimization.
Question:
How does one turn this into Sortino or Treynor optimization?
Problem: Finding the right way to create a pareto frontier for certain consumer demographics. Weirdly enough
deepcopy
is needed when both frontier finding and Sharpe-optimization.Question:
riskfolio-lib
's pie chart and proportional chart? https://pyportfolioopt.readthedocs.io/en/latest/Plotting.html#pypfopt.plotting.plot_weights