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01 howto.ipynb		01 howto.ipynb
02 index funds perfomance.ipynb		02 index funds perfomance.ipynb
03 investment portfolios.ipynb		03 investment portfolios.ipynb
04 efficient frontier single period.ipynb		04 efficient frontier single period.ipynb
05 efficient frontier multi-period.ipynb		05 efficient frontier multi-period.ipynb
06 backtesting distribution.ipynb		06 backtesting distribution.ipynb
07 forecasting.ipynb		07 forecasting.ipynb
08 financial database.ipynb		08 financial database.ipynb
README.md		README.md

README.md

Okama examples

Jupyter Notebooks in this directory demonstrate basic use of okama.

howto Main features of okama package: Assets, AssetsList and Portfolio objects.
index funds performance Compare ETF, mutual funds to their indexes. See the tracking difference, tracking error and beta. Calculate correlation.
investment portfolios Learn about investment portfolio properties and to compare various portfolios with each other
efficient frontier single period EfficientFrontier class can be used for "classic" Markowitz frontiers where all portfolios are rebalanced monthly (single period optimization). It's the most easy and fast way to draw an Efficient Frontier.
efficient frontier multi-period Multi-period approach uses portfolios with custom rebalancing (annually, quarterly etc.) or not rebalanced at all.
backtesting distribution Examples for "backtesting" the distribution of portfolio returns on the historical data. Portfolio performance can be tested according to Jarque-Bera, Kolmogorov-Smirnov tests for normal, lognormal and other types of probability distributions.
forecasting Examples of forecasting investment portfolio performance according to normal, lognormal or historical distribution.
financial database Query okama database for stocks, ETF, mutual funds, indexes, currencies etc.