Man pages for chrishaarstick/madstork.opt
MadStork Portfolio Optimization

add_cardinality_constraintAdd Cardinality Constraint to Constraints Object
add_cash_constraintAdd Cash Constraint to Constraints Object
add_constraintAdd Constraint to Constraints Object
add_dividendsAdd Dividends
add_group_constraintAdd Group Constraint to Constraints Object
add_max_riskAdd Maximum Risk Performance Constraint to Contraints Object
add_min_returnAdd Minimum Return Performance Constraint to Contraints...
add_min_yieldAdd Minimum Yield Performance Constraint to Contraints Object
add_muAdd Mu Estimates
add_sample_muAdd Calculated Sample Mu to Estimates
add_sample_sigmaAdd Calculated Sample Sigma to Estimates
add_shrink_sigmaAdd Calculated Sample Sigma to Estimates
add_sigmaAdd Sigma Estimates
add_symbol_constraintAdd Symbol Constraint to Constraints Object
cardinality_constraintCardinality Constraint Constructer
cash_constraintCash Constraint Constructer
check_constraintCheck Constraint
check_constraintsCheck Constraints
constraintConstraint Constructer
constraintsConstraints Constructer
estimatesEstimate Helper
etf_symbolsETF Symbols
execute_buyExecute Buy Trade Function
execute_sellExecute Sell Trade Function
execute_trade_pairExecute Trade Pair Function
filter_constraintsFunction to filter Constraints by index
get_buy_tradesGet Buy Trades
get_constraintsGet Constraints
get_estimated_holdings_market_valueGet Estimated Holdings Market Value
get_estimated_port_market_valueGet Estimated Portfolio Market Value
get_estimated_port_statsGet Estimated Porfolio Stats
get_estimated_port_valuesGet Estimated Portfolio Values
get_estimates_statsGet Estimates Stats
get_muGet Mu Estimates from Estiamates Object
get_returnsGet Returns from Estiamates Object
get_sell_tradesGet Sell Trades
get_sigmaGet Sigma Matrix
get_sigma_dfGet Sigma data.frame
get_symbol_estimates_shareGet Share of Total Portfolio By Symbol for Estimates
group_constraintGroup Constraint Constructer
meet_constraintMeet Constraint
nbtoNext Best Trade Optimization
nbto_optimizeOptimize NBTO
new_estimatesEstimates Class Constructer function
optimizeOptimize Portfolio Optimization
performance_constraintPerformance Constraint Constructer
po_constraints_chartsPortfolio Optimization Constraints Chart
portfolio_optimizationPortfolio Optimization Constructor Function
po_symbol_share_chartPortfolio Optimization Symbol Share Chart
po_target_chartPortfolio Optimization Target Chart
remove_constraintRemove Constraint from Constraints Object
restrict_tradingRestrict Trading Symbols
select_optimal_portfolioSelect Optimal Portfolio
set_buy_symbolsSet Buy Symbols
set_sell_symbolsSet Sell Symbols
symbol_constraintSymbol Constraint Constructer
trade_pairsCreate Trade Pairs Function
chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.