Stop Loss
A stop-loss is designed to limit an investor's loss on a security position. For example, setting a stop-loss order for 10% below the price at which you bought the stock will limit your loss to 10%. (Source: Investopedia)
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from empyrial import empyrial, Engine
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portfolio = Engine(
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start_date = "2018-01-01",
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portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"],
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optimizer = "EF",
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rebalance = "1y", #rebalance every year
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risk_manager = {"Stop Loss" : -0.2} #Stop the investment when the loss becomes superior to 20%
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)
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​
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empyrial(portfolio)
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Last modified 2mo ago
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