Portfolio Optimization

parameters

hold, arg, askobb, set, load, save

askobb

Accept input as a string and return the most appropriate Terminal command

blacklitterman

Optimize portfolio using Black Litterman estimates

ef

This function plots random portfolios based on their risk and returns and shows the efficient frontier.

equal

Returns an equally weighted portfolio

file

Select parameter file to use. The OpenBB Parameters Template can be found inside the Portfolio Optimization...

herc

Builds a hierarchical equal risk contribution portfolio

hold

Turn on figure holding. This will stop showing images until hold off is run.

hrp

Builds a hierarchical risk parity portfolio

load

Load file of stocks tickers with optional categories

maxdecorr

Maximizes the portfolio's decorrelation

maxdiv

Maximizes the portfolio's diversification ratio

maxret

Maximizes the portfolio's return

maxsharpe

Maximizes the portfolio's return/risk ratio

maxutil

Maximizes a risk averse utility function

minrisk

Minimizes portfolio's risk

mktcap

Returns a portfolio that is weighted based on Market Cap.

nco

Builds a nested clustered optimization portfolio

plot

Plot selected charts for portfolios

relriskparity

Build a relaxed risk parity portfolio based on least squares approach

riskparity

Build a risk parity portfolio based on risk budgeting approach

rpf

Remove one of the portfolios

show

Show selected saved portfolios