set

Select one of the portfolio optimization models

Usage

set -m {maxsharpe,minrisk,maxutil,maxret,maxdiv,maxdecorr,ef,riskparity,relriskparity,hrp,herc,nco}

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Parameters

Name	Description	Default	Optional	Choices
model	Frequency used to calculate returns	None	False	maxsharpe, minrisk, maxutil, maxret, maxdiv, maxdecorr, ef, riskparity, relriskparity, hrp, herc, nco

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