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lines changed Original file line number Diff line number Diff line change @@ -35,6 +35,7 @@ _okama_ goes with **free** «end of day» historical stock markets data and macr
3535- Rebalanced portfolio optimization with constraints (multi-period Efficient Frontier)
3636- Monte Carlo Simulations for financial assets and investment portfolios
3737- Popular risk metrics: VAR, CVaR, semi-deviation, variance and drawdowns
38+ - Different financial ratios: Sharpe ratio, Sortino ratio, Diversification ratio
3839- Forecasting models according to normal and lognormal distribution
3940- Testing distribution on historical data
4041- Dividend yield and other dividend indicators for stocks
@@ -162,7 +163,7 @@ The official documentation is hosted on readthedocs.org: [https://okama.readthed
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163164The plan for _okama_ is to add more functions that will be useful to investors and asset managers.
164165
165- - Add Sharpe, Sortino and Diversification ratios to EfficientFrontier, EfficientFrontierReb and Portfolio classes.
166+ - Add Omega ratio to EfficientFrontier, EfficientFrontierReb and Portfolio classes.
166167- Add withdrawals as an attribute of Portfolio class .
167168- Add Black- Litterman asset allocation
168169- Accelerate optimization for multi- period Efficient Frontier: minimize_risk and maximize_risk methods of EfficientFrontierReb class .
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