Class PortfolioSupport.MarkowitzCLA.Portfolio

Container to hold Markowitz Portfolio

Inheritance

object

PortfolioSupport.MarkowitzCLA.Portfolio

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Namespace: TuringTrader.Support

Assembly: TuringTrader.Simulator.dll

Syntax

public class PortfolioSupport.MarkowitzCLA.Portfolio

Fields

IsValid

Weights meeting constraints

Declaration

public bool IsValid

Field Value

Type	Description
bool

Return

Portfolio return (mu)

Declaration

public double Return

Field Value

Type	Description
double

Risk

Portfolio risk (sigma)

Declaration

public double Risk

Field Value

Type	Description
double

Weights

Instrument weights

Declaration

public Dictionary<Instrument, double> Weights

Field Value

Type	Description
System.Collections.Generic.Dictionary<TKey, TValue><Instrument, double>

Methods

ToString()

Convert portfolio to human-readable string.

Declaration

public override string ToString()

Returns

Type	Description
string	portfolio string

Overrides

object.ToString()