Postprocessing Results

Use efficient portfolios and efficient frontiers results to set up trades

Examples and How To

After obtaining efficient portfolios, use your results to set up trades to move toward an efficient portfolio.

In some cases, you might want to examine portfolio optimization problems according to different combinations of return and risk proxies.

PortfolioCVaR object workflow for creating and modeling a conditional value-at-risk (CVaR) portfolio.

Resources for troubleshooting CVaR portfolio optimization results.