Closed CarloNicolini closed 6 months ago
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Reference Issues/PRs
Issue #13 Implement effective number of assets
What does this implement/fix? Explain your changes.
The measure of portfolio concentration called effective number of assets. However I need to discuss how to embed this calculation in the portfolio.summary as it requires the asset weights, not the portfolio returns.
Does your contribution introduce a new dependency? If yes, which oneNo
What should a reviewer concentrate their feedback on?
The reviewer should indicate how to include this metric in the set of already existing metrics, given that it requires a different argument from simple portfolio returns.
Did you add any tests for the change?
No
For all contributions
skfolio
root directory (not theCONTRIBUTORS.md
).