okama
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Basic portfolio methods
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Tracking Error
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Correlation with index
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Rebalancing strategy and asset allocaction
Risk metrics of the portfolio
Accumulated return, CAGR and dividend yield
Compare several portfolios
Forecast portfolios performance
Main Classes
okama.Asset
okama.AssetList
okama.Portfolio
okama.PortfolioDCF
okama.MonteCarlo
okama.IndexationStrategy
okama.PercentageStrategy
okama.TimeSeriesStrategy
okama.EfficientFrontier
okama.EfficientFrontierReb
Macroeconomics
okama.Inflation
okama.Rate
okama.Indicator
okama
Index
Index
A
|
B
|
C
|
D
|
E
|
F
|
G
|
I
|
J
|
K
|
M
|
N
|
O
|
P
|
R
|
S
|
T
|
U
|
V
|
W
A
adj_close (Asset property)
,
[1]
amount (IndexationStrategy property)
,
[1]
annual_inflation_ts (Inflation property)
,
[1]
annual_return_ts (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
Asset (class in okama)
AssetList (class in okama)
assets_close_monthly (Portfolio property)
,
[1]
assets_dividend_yield (Portfolio property)
,
[1]
B
bounds (EfficientFrontier property)
,
[1]
C
cashflow_pv (PortfolioDCF property)
,
[1]
close_daily (Asset property)
,
[1]
close_monthly (Asset property)
,
[1]
(Portfolio property)
,
[1]
cumulative_inflation (Inflation property)
,
[1]
currency (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
D
describe() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Indicator method)
,
[1]
(Inflation method)
,
[1]
(Portfolio method)
,
[1]
(Rate method)
,
[1]
discount_rate (PortfolioDCF property)
,
[1]
distribution (MonteCarlo property)
,
[1]
diversification_ratio (Portfolio property)
,
[1]
dividend_growing_years (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
dividend_paying_years (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
dividend_yield (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
dividend_yield_annual (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
dividends (Asset property)
,
[1]
(Portfolio property)
,
[1]
dividends_annual (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
drawdowns (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
E
ef_points (EfficientFrontier property)
,
[1]
(EfficientFrontierReb property)
,
[1]
EfficientFrontier (class in okama)
EfficientFrontierReb (class in okama)
F
find_the_largest_withdrawals_size() (PortfolioDCF method)
,
[1]
frequency (IndexationStrategy property)
,
[1]
(PercentageStrategy property)
,
[1]
(TimeSeriesStrategy property)
,
[1]
G
get_assets_tickers() (EfficientFrontier method)
,
[1]
get_cagr() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
get_cumulative_return() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
get_cvar_historic() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
get_dividend_mean_growth_rate() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
get_dividend_mean_yield() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
get_monte_carlo() (EfficientFrontier method)
,
[1]
(EfficientFrontierReb method)
,
[1]
get_most_diversified_portfolio() (EfficientFrontier method)
,
[1]
get_rolling_cagr() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
get_rolling_cumulative_return() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
get_rolling_risk_annual() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
get_sharpe_ratio() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
get_sortino_ratio() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
get_tangency_portfolio() (EfficientFrontier method)
,
[1]
get_var_historic() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
global_max_return_portfolio (EfficientFrontierReb property)
,
[1]
gmv_annual_values (EfficientFrontierReb property)
,
[1]
gmv_annual_weights (EfficientFrontierReb property)
,
[1]
gmv_annualized (EfficientFrontier property)
,
[1]
gmv_monthly (EfficientFrontier property)
,
[1]
gmv_monthly_weights (EfficientFrontierReb property)
,
[1]
gmv_weights (EfficientFrontier property)
,
[1]
I
index_beta() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
index_corr() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
indexation (IndexationStrategy property)
,
[1]
IndexationStrategy (class in okama)
Indicator (class in okama)
Inflation (class in okama)
initial_investment (IndexationStrategy property)
,
[1]
(PercentageStrategy property)
,
[1]
(TimeSeriesStrategy property)
,
[1]
initial_investment_fv (PortfolioDCF property)
,
[1]
initial_investment_pv (PortfolioDCF property)
,
[1]
J
jarque_bera (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
K
kstest() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
kurtosis (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
kurtosis_rolling() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
M
mdp_points (EfficientFrontier property)
,
[1]
mean_return (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
mean_return_annual (Portfolio property)
,
[1]
mean_return_monthly (Portfolio property)
,
[1]
mean_return_range (EfficientFrontier property)
,
[1]
minimize_risk() (EfficientFrontier method)
,
[1]
(EfficientFrontierReb method)
,
[1]
monte_carlo_returns_ts() (Portfolio method)
,
[1]
monte_carlo_survival_period() (PortfolioDCF method)
,
[1]
monte_carlo_wealth (PortfolioDCF property)
,
[1]
monte_carlo_wealth() (Portfolio method)
,
[1]
monte_carlo_wealth_pv (PortfolioDCF property)
,
[1]
MonteCarlo (class in okama)
N
n_points (EfficientFrontierReb property)
,
[1]
NAME (IndexationStrategy attribute)
,
[1]
(PercentageStrategy attribute)
,
[1]
name (Portfolio property)
,
[1]
NAME (TimeSeriesStrategy attribute)
,
[1]
nav_ts (Asset property)
,
[1]
number (MonteCarlo property)
,
[1]
number_of_securities (Portfolio property)
,
[1]
O
okamaio_link (Portfolio property)
,
[1]
optimize_return() (EfficientFrontier method)
,
[1]
P
percentage (PercentageStrategy property)
,
[1]
PercentageStrategy (class in okama)
percentile_distribution_cagr() (Portfolio method)
,
[1]
percentile_history_cagr() (Portfolio method)
,
[1]
percentile_inverse_cagr() (Portfolio method)
,
[1]
percentile_wealth() (Portfolio method)
,
[1]
percentile_wealth_history() (Portfolio method)
,
[1]
period (MonteCarlo property)
,
[1]
plot_assets() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
plot_cml() (EfficientFrontier method)
,
[1]
plot_forecast() (Portfolio method)
,
[1]
plot_forecast_monte_carlo() (Portfolio method)
,
[1]
(PortfolioDCF method)
,
[1]
plot_hist_fit() (Portfolio method)
,
[1]
plot_pair_ef() (EfficientFrontier method)
,
[1]
plot_percentiles_fit() (Portfolio method)
,
[1]
plot_transition_map() (EfficientFrontier method)
,
[1]
Portfolio (class in okama)
PortfolioDCF (class in okama)
price (Asset property)
,
[1]
purchasing_power_1000 (Inflation property)
,
[1]
R
Rate (class in okama)
real_mean_return (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
rebalancing_period (EfficientFrontierReb property)
,
[1]
(Portfolio property)
,
[1]
recovery_period (Portfolio property)
,
[1]
recovery_periods (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
risk_annual (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
risk_monthly (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
rolling_inflation (Inflation property)
,
[1]
ror (Portfolio property)
,
[1]
S
semideviation_annual (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
semideviation_monthly (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
set_mc_parameters() (PortfolioDCF method)
,
[1]
set_values_monthly() (Indicator method)
,
[1]
(Inflation method)
,
[1]
(Rate method)
,
[1]
skewness (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
skewness_rolling() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
(Portfolio method)
,
[1]
survival_date_hist() (PortfolioDCF method)
,
[1]
survival_period_hist() (PortfolioDCF method)
,
[1]
symbol (Asset property)
,
[1]
(Portfolio property)
,
[1]
symbols (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
T
table (Portfolio property)
,
[1]
target_risk_range (EfficientFrontierReb property)
,
[1]
ticker_names (EfficientFrontierReb property)
,
[1]
tickers (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
(Portfolio property)
,
[1]
time_series_dic (TimeSeriesStrategy property)
,
[1]
TimeSeriesStrategy (class in okama)
tracking_difference() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
tracking_difference_annual (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
tracking_difference_annualized() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
tracking_error() (AssetList method)
,
[1]
(EfficientFrontier method)
(EfficientFrontierReb method)
U
use_discounted_values (PortfolioDCF property)
,
[1]
V
values_daily (Rate property)
,
[1]
values_monthly (Indicator property)
,
[1]
(Inflation property)
,
[1]
(Rate property)
,
[1]
verbose (EfficientFrontierReb property)
,
[1]
W
wealth_index (Portfolio property)
,
[1]
(PortfolioDCF property)
,
[1]
wealth_index_with_assets (Portfolio property)
,
[1]
(PortfolioDCF property)
,
[1]
wealth_indexes (AssetList property)
,
[1]
(EfficientFrontier property)
(EfficientFrontierReb property)
weights (Portfolio property)
,
[1]
weights_ts (Portfolio property)
,
[1]