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@eugen-goebel eugen-goebel released this 12 Jun 13:52
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Intraday data, simulation and a visible efficient frontier.

  • Hourly intraday prices as a second data granularity, with daily realized volatility computed from within-day returns only
  • Monte Carlo value path simulation by bootstrap resampling or a fitted normal, with final-value percentiles and the probability of loss
  • An Optimization dashboard view with a long-only portfolio cloud and the closed-form minimum variance and maximum Sharpe portfolios marked
  • 158 tests, all metric math checked against hand-computed values