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feat: add mdp_points property to EfficientFrontier
mdp_points is a DataFrame with the Most diversified portfolios points.
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Original file line number | Diff line number | Diff line change |
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@@ -1,5 +1,6 @@ | ||
import okama as ok | ||
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pf = ok.Portfolio(['SPY.US', 'AGG.US'], weights=[.7, .3]) | ||
ls3 = ['MCFTR.INDX', 'RGBITR.INDX', 'GC.COMM'] | ||
y = ok.EfficientFrontier(assets=ls3, ccy='USD', n_points=10) | ||
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print(pf.diversification_ratio) | ||
print(y.mdp_points) |
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