标签[portfolio]

投资组合可以指:单个实体持有的一组持有的股票或投资(财务)或专利; 个人过去工作(艺术,教育,摄影,发展)的样本,或用于展示艺术品,照片等的展示柜(实体或虚拟)。

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我想使用对偶函数来求解指数效用函数的最佳策略。我做对了吗?

Closed. 关闭。 This question does not meet Stack Overflow guidelines . 此问题不符合Stack Overflow 准则。 It is not cur
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如果它们随时间变化(Python),如何重新计算股票投资组合中的资产权重?

I am working with model in Python that gives me some "recommendations" for stock weights in my portfolio.我正在使用 Python 中的模型,它为我的投资组合中的股票权重提供了一些“建议”。 I
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投资组合追踪器

The stock is purchased at various prices .股票以不同的价格购买。 Programme should return the percentage change between each price.程序应该返回每个价格之间的百分比变化。 I have trie
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R中的投资组合再平衡

My dataset contains ratios, prices and returns for a bunch of companies from 2000-2020.我的数据集包含 2000 年至 2020 年间许多公司的比率、价格和回报。 I am trying to create por
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限制最大资产数量的Cvxpy投资组合优化

I'm using cvxpy library to perform Portfolio Optimization.我正在使用cvxpy库来执行投资组合优化。 However, instead of using the Markowitz covariance model , I would lik
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CSS溢出属性不适用于导航栏链接

I've been working on my portfolio and I came across this video where you hover the navigation links and they make an upward transition.我一直在研究我的投资组合,我看
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CVXPY:如何最大化两个向量的点积

Suppose we have three features and 252 samples per each feature.假设我们有三个特征,每个特征有 252 个样本。 Here, features are returns of three different stocks.在这里,特征是三
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切线组合不能优化样本内的夏普比率

Closed . 关门了。 This question needs details or clarity . 这个问题需要细节或说明。 It is not currently accepting answers.
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在另一个.scroll函数内部触发.scroll函数(无限循环页面)

The bounty expires in 3 days . 赏金将在3天后过期。 Answers to this question are eligible for a +50 rep
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纳斯达克100指数不是可交易资产。说明如何建立与该指数具有类似交易表现的投资组合[已结束]

Closed. 关闭。 This question does not meet Stack Overflow guidelines . 此问题不符合堆栈溢出准则。 It is not currently acce
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求解器-Excel投资组合选择|封存与限制问题,有效边界

attached you can find my Excel Portfolio, feel free to use it if you have any usage for it.附件中,您可以找到我的Excel Portfolio,如果有任何用法,请随时使用。 My problem:我的问题:
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夏普比率作为LSTM中的损失函数

I am trying to customize the loss function via passing the Sharpe Ratio, which is the mean of the returns of the financial asset divided by its standa
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如何使用CAPM在Python中找到最佳投资组合的预期收益?

Hi I am new to Python and really struggling with this.. I have been able to construct an optimal portfolio and minimum variance portfolio using stocks
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投资组合中的自协方差股票收益(Python)(流动性度量)

I am trying to compute the monthly autocovariance of stock returns of each firm.我正在尝试计算每个公司的股票收益的每月自协方差。 (2549 instruments from 2020-01-01 to 2020-12-
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在Python中为3种ETF(EWA,EWC,IGE)实现协整投资组合

I'm trying to implement a mean-reverting portfolio using the strategies described in "Algorithmic Trading" by Dr. PE Chan.我正在尝试使用PE Chan博士在“算法交易”中描述的策
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如何在Python中绘制同一投资组合中的几种资产的分布图

I have this portfolio composed of three assets below我有以下三个资产组成的投资组合# import some librariesfrom pandas_datareader import data as wbimport pandas as pdi
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加权平均值,标准差和中位数-大小加权(负数)

I need to calculate the weighted median, average, sd of PE funds' returns.我需要计算PE基金收益的加权中位数,平均数,标准偏差。 I weighted the sample according to the amount of
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缺乏绩效-MWRDietz方法

I've been working on a .NET 5 application which is responsible for portfolio historical data processing.我一直在研究.NET 5应用程序,该应用程序负责投资组合历史数据处理。 It basical
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如何在R中使用条件变量构建100个投资组合?

I am new with R. I've been trying to construct 100 different portfolios based on market cap for each month.我是R的新手。我一直在尝试根据每个月的市值构建100个不同的投资组合。 For exa
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回测多种投资组合优化和交易策略

I want to backtest a trading strategy + portfolio optimization but I have never used a backtesting program before.我想对交易策略+投资组合优化进行回测,但是我以前从未使用过回测程序。 I

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