Optimize portfolio using Black Litterman estimates
This function plots random portfolios based on their risk and returns and shows the efficient frontier.
Returns an equally weighted portfolio
Select parameter file to use. The OpenBB Parameters Template can be found inside the Portfolio Optimization...
Builds a hierarchical equal risk contribution portfolio
Builds a hierarchical risk parity portfolio
Load file of stocks tickers with optional categories
Maximizes the portfolio's decorrelation
Maximizes the portfolio's diversification ratio
Maximizes the portfolio's return
Maximizes the portfolio's return/risk ratio
Maximizes a risk averse utility function
Minimizes portfolio's risk
Returns a portfolio that is weighted based on Market Cap.
Builds a nested clustered optimization portfolio
Plot selected charts for portfolios
Build a relaxed risk parity portfolio based on least squares approach
Build a risk parity portfolio based on risk budgeting approach
Remove one of the portfolios
Show selected saved portfolios