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)
from empyrial import empyrial, Engine
​
portfolio = Engine(
      start_date = "2018-01-01",
      portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"], 
      optimizer = "EF",
      rebalance = "1y", #rebalance every year
      risk_manager = {"Stop Loss" : -0.2} #Stop the investment when the loss becomes superior to 20%
)
​
empyrial(portfolio)
​
Last modified 1yr ago