set
Select one of the portfolio optimization models
Usage
set -m {maxsharpe,minrisk,maxutil,maxret,maxdiv,maxdecorr,ef,riskparity,relriskparity,hrp,herc,nco}
Parameters
Name | Parameter | Description | Default | Optional | Choices |
---|---|---|---|---|---|
model | -m --model | Frequency used to calculate returns | None | False | maxsharpe, minrisk, maxutil, maxret, maxdiv, maxdecorr, ef, riskparity, relriskparity, hrp, herc, nco |