okama
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mbk-dev
Investment portfolio and stocks analyzing tools for Python with free historical data
Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 6.5.0 to 6.5.1. Commits 7471b75 Release 6.5.1 c1943e0 Fix pre-commit 8685e93 Fix tests 0abf290 Run black and prettier 418d545 Run test on 6.x branch bef65d7 Convert input...
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Bumps [mistune](https://github.com/lepture/mistune) from 0.8.4 to 2.0.3. Release notes Sourced from mistune's releases. Version 2.0.2 Fix escape_url via lepture/mistune#295 Version 2.0.1 Fix XSS for image link syntax. Version 2.0.0 First release...
[`minimize_risk()`](https://github.com/mbk-dev/okama/blob/5082b3c608c2b2295451e2af3b8d0456200da523/okama/frontier/multi_period.py#L400) uses **“black box” utility function**. The slowest part is related with multi-period optimization when the portfolio uses rebalancing strategy. This algorithm minimizes risk (annualized standard deviation) calculating return time...
Right part of the multi-period Efficient frontier now uses a limit defined as: “The asset with max CAGR lying to the right of the global max CAGR point (risk should...
Actual `drawdowns` property shows **adjusted close** drowdowns which may significantly differ in case of high dividends.
Actual for classes: - `AssetList` - `Portfolio`