| Package | Description |
|---|---|
| tech.nmfin.portfoliooptimization | |
| tech.nmfin.portfoliooptimization.nmsaam |
| Class and Description |
|---|
| PortfolioOptimizationAlgorithm
Computes the optimal weights based only on returns.
|
| PortfolioOptimizationAlgorithm.CovarianceEstimator
Define how the expected covariances of an asset for a future period is
computed.
|
| PortfolioOptimizationAlgorithm.MeanEstimator
Define how the expected mean of an asset for a future period is
computed.
|
| PortfolioOptimizationAlgorithm.SymbolLookup
Provides a lookup for product symbols and indices.
|
| Class and Description |
|---|
| PortfolioOptimizationAlgorithm
Computes the optimal weights based only on returns.
|
| PortfolioOptimizationAlgorithm.SymbolLookup
Provides a lookup for product symbols and indices.
|
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