Name | Type | Description | Notes |
---|---|---|---|
factorExposure | [OptimizerInputsFactorExposureTerm] | [optional] | |
expectedTailLoss | [OptimizerInputsExpectedTailLossTerm] | [optional] | |
volatility | [OptimizerInputsVolatilityTerm] | [optional] | |
drawdown | [OptimizerInputsDrawdownTerm] | [optional] | |
generalLinear | [OptimizerInputsGeneralLinearTerm] | [optional] | |
expectedReturn | [OptimizerInputsExpectedReturnTerm] | [optional] | |
sensitivity | [OptimizerInputsSensitivityTerm] | [optional] | |
sharpeRatio | OptimizerInputsSharpeRatioTerm | [optional] | |
starr | OptimizerInputsSTARRTerm | [optional] | |
diversificationRatio | OptimizerInputsDiversificationRatioTerm | [optional] | |
nullRiskParity | Boolean | This is true when there is no risk_parity | [optional] |
riskParity | OptimizerInputsRiskParityTerm | [optional] | |
transactionCost | [OptimizerInputsTransactionCostTerm] | [optional] |