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tidy-finance / website

This repository hosts the source code for the website tidy-finance.org
https://tidy-finance.org
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Figure 2 (Optimal allocation for different strategies) omits weights for reg-t constraints #83

Closed voigtstefan closed 11 months ago

voigtstefan commented 11 months ago

Not evaluated the code in detail yet but I see that the input to the figure is

tibble(
  `No short-sale` = w_no_short_sale$solution,
  `Minimum Variance` = w_mvp,
  `Efficient portfolio` = compute_efficient_weight(Sigma, mu),
  `Regulation-T` = w_reg_t$par,
  Industry = colnames(industry_returns)
)

At the same time, the resulting figure omits the "Regulation-T" column.

christophscheuch commented 11 months ago

Fixed in https://github.com/tidy-finance/website/commit/ed49508587c7a0e9cb85fb76f813f5d2fd9cd7ba