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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Question: Pareto Frontier Clarification #490

Open BradKML opened 1 year ago

BradKML commented 1 year ago

What are you trying to do?

For clarification, the efficient_frontier() doing return list, std list, weight list is this referring to three lists of return, risk, and weights? If so, how come they are three lists instead of a more tabular or dictionary format? also len(ef.efficient_frontier()[0]) len(ef.efficient_frontier()[1]) might be under 100, which is weirdly unexpected. https://pyportfolioopt.readthedocs.io/en/latest/OtherOptimizers.html

robertmartin8 commented 1 year ago

There isn't a great reason why I decided to make it return lists, I just think it's more straightforward.

Re the latter point, that sounds like a bug. There should be 100 points if one sets points=100. If you can provide a minimum reproducing example I can try to fix it