Man pages for chrishaarstick/madstork.opt
MadStork Portfolio Optimization
| add_cardinality_constraint | Add Cardinality Constraint to Constraints Object |
| add_cash_constraint | Add Cash Constraint to Constraints Object |
| add_constraint | Add Constraint to Constraints Object |
| add_dividends | Add Dividends |
| add_group_constraint | Add Group Constraint to Constraints Object |
| add_max_risk | Add Maximum Risk Performance Constraint to Contraints Object |
| add_min_return | Add Minimum Return Performance Constraint to Contraints... |
| add_min_yield | Add Minimum Yield Performance Constraint to Contraints Object |
| add_mu | Add Mu Estimates |
| add_sample_mu | Add Calculated Sample Mu to Estimates |
| add_sample_sigma | Add Calculated Sample Sigma to Estimates |
| add_shrink_sigma | Add Calculated Sample Sigma to Estimates |
| add_sigma | Add Sigma Estimates |
| add_symbol_constraint | Add Symbol Constraint to Constraints Object |
| cardinality_constraint | Cardinality Constraint Constructer |
| cash_constraint | Cash Constraint Constructer |
| check_constraint | Check Constraint |
| check_constraints | Check Constraints |
| constraint | Constraint Constructer |
| constraints | Constraints Constructer |
| estimates | Estimate Helper |
| etf_symbols | ETF Symbols |
| execute_buy | Execute Buy Trade Function |
| execute_sell | Execute Sell Trade Function |
| execute_trade_pair | Execute Trade Pair Function |
| filter_constraints | Function to filter Constraints by index |
| get_buy_trades | Get Buy Trades |
| get_constraints | Get Constraints |
| get_estimated_holdings_market_value | Get Estimated Holdings Market Value |
| get_estimated_port_market_value | Get Estimated Portfolio Market Value |
| get_estimated_port_stats | Get Estimated Porfolio Stats |
| get_estimated_port_values | Get Estimated Portfolio Values |
| get_estimates_stats | Get Estimates Stats |
| get_mu | Get Mu Estimates from Estiamates Object |
| get_returns | Get Returns from Estiamates Object |
| get_sell_trades | Get Sell Trades |
| get_sigma | Get Sigma Matrix |
| get_sigma_df | Get Sigma data.frame |
| get_symbol_estimates_share | Get Share of Total Portfolio By Symbol for Estimates |
| group_constraint | Group Constraint Constructer |
| meet_constraint | Meet Constraint |
| nbto | Next Best Trade Optimization |
| nbto_optimize | Optimize NBTO |
| new_estimates | Estimates Class Constructer function |
| optimize | Optimize Portfolio Optimization |
| performance_constraint | Performance Constraint Constructer |
| po_constraints_charts | Portfolio Optimization Constraints Chart |
| portfolio_optimization | Portfolio Optimization Constructor Function |
| po_symbol_share_chart | Portfolio Optimization Symbol Share Chart |
| po_target_chart | Portfolio Optimization Target Chart |
| remove_constraint | Remove Constraint from Constraints Object |
| restrict_trading | Restrict Trading Symbols |
| select_optimal_portfolio | Select Optimal Portfolio |
| set_buy_symbols | Set Buy Symbols |
| set_sell_symbols | Set Sell Symbols |
| symbol_constraint | Symbol Constraint Constructer |
| trade_pairs | Create Trade Pairs Function |
