po
Commands
Blacklitterman
Optimize decorrelation weights
Ef
Get Efficient Frontier
File
Load portfolio optimization engine from file
Herc
Optimize with Hierarchical Equal Risk Contribution (HERC) method.
Hrp
Optimize with Hierarchical Risk Parity
Load
Load portfolio optimization engine
Load Bl Views
Load a Excel file with views for Black Litterman model.
Maxdecorr
Optimize decorrelation weights
Maxdiv
Optimize diversification weights
Maxret
Optimize maximum return weights
Maxsharpe
Optimize Sharpe ratio weights
Maxutil
Optimize maximum utility weights
Minrisk
Optimize minimum risk weights
Nco
Optimize with Non-Convex Optimization (NCO) model.
Plot
Display efficient frontier
Relriskparity
Optimize with Relaxed Risk Parity using the least squares approach
Riskparity
Optimize with Risk Parity using the risk budgeting approach
Show
Show portfolio optimization results