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personal:portfolio:portopt [2014/06/06 10:22]
antonello [Usage]
personal:portfolio:portopt [2015/02/10 13:26]
antonello [Usage]
Line 97: Line 97:
 == As a lib using Python: == == As a lib using Python: ==
   import portopt   import portopt
-  results = portopt.solveport(var,means,alpha,tollerance) # tollerance is optional, default to 0.000001+  results = portopt.solveport(var,means,alpha,tolerance) # tolerance is optional, default to 0.000001
   functioncost = results[0]   functioncost = results[0]
   shares       = results[1]   shares       = results[1]
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   * Set alpha to zero to retrieve the portfolio with the highest mean, independently from variance (solution not guaranteed to be unique);   * Set alpha to zero to retrieve the portfolio with the highest mean, independently from variance (solution not guaranteed to be unique);
   * Assets shares are returned in the x_h vector, eventual error code (0: all fine, 1: input data error, 2: no solutions, 3: didn't solve, 4: solver internal error) in the errorcode parameter.    * Assets shares are returned in the x_h vector, eventual error code (0: all fine, 1: input data error, 2: no solutions, 3: didn't solve, 4: solver internal error) in the errorcode parameter. 
-  * Use option "tollerance" with two l up to version 1.1+  * Use option "tollerance" with two l up to version 1.1 included
      
      
personal/portfolio/portopt.txt · Last modified: 2018/06/18 15:11 (external edit)
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