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docs: update docs for get_tangency_portfolio()
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chilango74 committed Jul 13, 2022
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Expand Up @@ -284,6 +284,7 @@ def get_tangency_portfolio(self, cagr: bool = False, rf_return: float = 0) -> di
{'Weights': array([0.30672901, 0. , 0.69327099]), 'Mean_return': 0.12265215404959617, 'Risk': 0.1882249366394522}
To calculate tangency portfolio parameters for CAGR (geometric mean) set cagr=True:
>>> ef.get_tangency_portfolio(cagr=True, rf_return=0.03)
{'Weights': array([2.95364739e-01, 1.08420217e-17, 7.04635261e-01]), 'Mean_return': 0.10654206521088283, 'Risk': 0.048279725208422115}
"""
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