Comments (5)
hI @andrewcztrack,
Thanks for your support, it makes me happy that people around the world appreciate and use my work. About your requests:
- I'm planning to add more examples, I just added one showing how to use xlwings with riskfolio-lib at the request of a reddit user, so I think maybe this week or next one I will add the examples that you just request.
- I'm planning to add a tearsheet in the next update of the library. Now I have a draft that has two options: display a tearsheet on a jupyter notebook or download an excel report with a charts and statistics with data and formulas. I hope I will finish this feature in January. I would appreciate, if you have time, that you could send me examples or suggestions of what kind of statistics, charts and indicators you think the tearsheet and excel report must have. You can send me this information here or to my mail.
Best wishes
Dany
from riskfolio-lib.
Hi @dcajasn !! I hope your well! super excited about the new updates.
I think a jupyter notebook would be good on a personal level, but i know the professional inclination is to use excel.
Over the long term, potentially both could be offered.
Kind regards and thanks again @dcajasn
Best,
Andrew
from riskfolio-lib.
I update the tutorial 5, now the example considers slippage and broker commissions.
Best,
Dany
from riskfolio-lib.
thank you so much! @dcajasn
from riskfolio-lib.
Hi @andrewcztrack, I just release the last version of Riskfolio-Lib that includes the reports in Jupyter Notebook and Excel. I also add Entropic Value at Risk Optimization. If you like the new features please share in your social networks.
from riskfolio-lib.
Related Issues (20)
- Allowing sht (to allow short ) in the HCPortfolio NCO method HOT 3
- risk parity portfolio comparison to R HOT 1
- Reports.excel_report() can't deal with multiple portfolio HOT 1
- Pandas 2.0 HOT 5
- [Feature Request] Add Treynor Black Model for Portfolio Optimization Feature HOT 1
- Optimization without return streams HOT 1
- Custom weights Contrain HOT 1
- module 'riskfolio.external.cppfunctions' has no attribute 'kurtosis_matrix' HOT 1
- Riskfolio > 4.0 bug in HRP constraints HOT 5
- example not working HOT 7
- Plotting erros HOT 1
- Constraint violation HOT 2
- LaTeX legend with ParserError HOT 3
- Constraints in Riskfolio does not work HOT 1
- Conditional Portfolio Allocation Constraints HOT 1
- Can online portfolio problems be solved? HOT 1
- Tutorial 18-AttributeError: 'NoneType' object has no attribute 'to_numpy'-- pls. look into HOT 4
- Positioning vector here HOT 1
- Examples pages HOT 1
- Report generation failing HOT 1
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