nCrResult

nCrResult extends the standard list class and contains the results of the optimization performed by nCrOptimize for each combination of stocks. It provides methods to explore the optimized combination space and automatically create HTML reports for the best portfolios, outputted by Ipython.display.HTML and Ipython.display.display.

Methods

best_portfolio

Display the best portfolio (determined by $score = \frac{\mu_{expected}}{\sigma^2}$)

Parameters: - display: bool: Create an HTML report and display it if True. Else return the results as a dictionary.

Returns: - Optional[dict]: A dictionary containing the best portfolio's information.

max_return

Display the portfolio with the highest expected return.

Parameters: - display: bool: Create an HTML report and display it if True. Else return the results as a dictionary.

Returns: - Optional[dict]: A dictionary containing the portfolio with the highest expected return's information.

min_volatility

Display the portfolio with the lowest volatility.

Parameters: - display: bool: Create an HTML report and display it if True. Else return the results as a dictionary.

Returns: - Optional[dict]: A dictionary containing the portfolio with the lowest volatility's information.