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π±
π±
π±
Empyrial
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π±
π±
π±
π±
Empyrial
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Installation
Quickstart
Engine
Empyrial
Rebalancing
Calendar Rebalancing
Custom Rebalancing
Optimization
Global Efficient Frontier
Mean-Variance
Hierarchical Risk Parity
Minimum-Variance
Diversification
Custom allocation
Risk Management
Max Drawdown
Take Profit
Stop Loss
Orderbook
Access the orderbook
Save the tearsheet
Get a report
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Custom allocation
You can use custom weights:
1
from
empyrial
import
empyrial
,
Engine
2
β
3
portfolio
=
Engine
(
4
start_date
=
"2018-01-01"
,
5
portfolio
=
[
"BABA"
,
"PDD"
,
"KO"
,
"AMD"
,
"^IXIC"
],
6
weights
=
[
0.1
,
0.3
,
0.15
,
0.25
,
0.2
],
#custom weights
7
)
8
β
9
empyrial
(
portfolio
)
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Optimization - Previous
Diversification
Next - Risk Management
Max Drawdown
Last modified
9mo ago
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