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Add ex-post Tracking Error method to Portfolio

enhancementNew feature or requestNew feature or request

Status: Open.

#61 In mbk-dev/okama;

· chilango74 opened on Apr 19, 2023

Make .describe() method show information for CAGR if the history period is below 1 year

enhancementNew feature or requestNew feature or request

Status: Open.

#59 In mbk-dev/okama;

· chilango74 opened on Mar 29, 2023

Calculate real drawdowns

Status: Open.

#51 In mbk-dev/okama;

· chilango74 opened on Feb 13, 2023

AssetList.describe() does not show CAGR values for perods within .period_length

bugSomething isn't workingSomething isn't working

Status: Open.

#49 In mbk-dev/okama;

· chilango74 opened on Oct 15, 2022

Make faster multi-period minimize_risk() algorithm

Status: Open.

#48 In mbk-dev/okama;

· chilango74 opened on Oct 7, 2022

Look for a correct low limit of the multi-period EF (right part)

bugSomething isn't workingSomething isn't working

Status: Open.

#47 In mbk-dev/okama;

· chilango74 opened on Oct 7, 2022

Create price_drawdowns method for Portfolio & AssetList

enhancementNew feature or requestNew feature or request

Status: Open.

#44 In mbk-dev/okama;

· chilango74 opened on Sep 29, 2022