Portfolio#

Portfolio Types#

Portfolio

Public portfolio union covering weighted and quantity variants.

PortfolioBase(universe, holdings, cash, ...)

Base portfolio representation.

WeightedPortfolio(universe, holdings, cash, ...)

Portfolio whose holdings are weights.

QuantityPortfolio(universe, holdings, cash, ...)

Portfolio with integer share quantities.

FractionalQuantityPortfolio(universe, ...[, ...])

Portfolio with fractional share quantities.

Cash(value)

The type of the cash-only portfolio returned by cash()

Portfolio Constructors#

uniform_portfolio(full_universe[, ...])

Create an equal-weight portfolio over a universe.

cash(value)

Create a cash-only portfolio.