• Getting Started
    • Importing JuPot
    • Simple MVO Financial Modeling Example
    • MVO with User-Defined Constraints
    • Merging Sets of Assets and Constraints
  • Efficient Frontier Tutorial
    • Plotting the Efficient Frontier
  • Solver Select Tutorial
  • AssetsCollection
    • Function Descriptions
    • Errors
  • Constraint Definition
    • Introduction
    • Adding Constraints
    • Changing Constraints
    • Deleting Constraints
    • Merging Constraints
  • Models
    • Simple Mean Variance Optimization
    • Robust Mean Variance Optimization
    • Minimum-Variance Optimization
    • Conditional Value at Risk (CVaR) Optimization
    • Optimize Function
  • Import and Export I/O
    • Importing
    • Exporting
    • Custom Import/Export
  • AssetCollections StdLib
    • Basic functions
    • Constructors
    • Getters and Setters
  • Abstract Models StdLib
    • Constructors
    • Optimize Function
    • Getters and Setters
  • Import and Export I/O StdLib
    • Basic functions
 
JuPOT
  • Docs »
  • JuPOT Documentation
  • Edit on GitHub

JuPOT Documentation¶

  • Getting Started
  • Manual
  • Standard Library

Introduction¶

JuPOT is a package in Julia that leverages the power of JuMP to design a simple and powerful tool for the set-up of portfolio optimization problems. The package gives power to create objects to contain the Assets the Constraints and Models and optimize() the portfolios created. It simplifies this process to be very easy to create and modify portfolio optmiziations, speeding up the workflow of portfolio optimization.

Getting Started¶

  • Getting Started
    • Importing JuPot
    • Simple MVO Financial Modeling Example
    • MVO with User-Defined Constraints
    • Merging Sets of Assets and Constraints
  • Efficient Frontier Tutorial
    • Plotting the Efficient Frontier
  • Solver Select Tutorial

Manual¶

  • AssetsCollection
    • Function Descriptions
    • Errors
  • Constraint Definition
    • Introduction
    • Adding Constraints
    • Changing Constraints
    • Deleting Constraints
    • Merging Constraints
  • Models
    • Simple Mean Variance Optimization
    • Robust Mean Variance Optimization
    • Minimum-Variance Optimization
    • Conditional Value at Risk (CVaR) Optimization
    • Optimize Function
  • Import and Export I/O
    • Importing
    • Exporting
    • Custom Import/Export

Standard Library¶

  • AssetCollections StdLib
    • Basic functions
    • Constructors
    • Getters and Setters
  • Abstract Models StdLib
    • Constructors
    • Optimize Function
    • Getters and Setters
  • Import and Export I/O StdLib
    • Basic functions
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