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Cvxportfolio 1.4.0 documentation

  • Manual
  • API documentation
  • Examples
  • Contributing to Cvxportfolio
  • Manual
  • API documentation
  • Examples
  • Contributing to Cvxportfolio

Section Navigation

  • Simulator
  • Trading policies
    • Simple policies
    • Optimization-based policies
  • Objective terms
    • Return models
    • Risk models
    • Cost models
  • Constraints
  • Back-test result
  • Data Interfaces
  • Internal Objects and Interfaces
    • Forecasters
    • Estimators
  • API documentation
  • Internal Objects and Interfaces

Internal Objects and Interfaces#

Here we document the internal objects and interfaces used by Cvxportfolio. Users may not need to interact with these directly, but could be interested in knowing how these work.

  • Forecasters
    • How to use them
    • Forecasters Documentation
    • Base forecaster classes
  • Estimators
    • Estimator
    • SimulatorEstimator
    • CvxpyExpressionEstimator
    • DataEstimator

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