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Added plots for tickers #1842

Merged
merged 15 commits into from
Jun 2, 2022
Merged

Added plots for tickers #1842

merged 15 commits into from
Jun 2, 2022

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colin99d
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@colin99d colin99d commented May 19, 2022

Description

Fixes #1765

  • Summary of the change / bug fix.
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@colin99d colin99d marked this pull request as draft May 19, 2022 23:30
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Using the covariance is only correct when the variance is the risk measure used.

This is using CVaR

Screen Shot 2022-05-19 at 8 15 57 PM

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colin99d commented May 20, 2022

Using the covariance is only correct when the variance is the risk measure used.

This is using CVaR

How would I get this for the individual tickers?

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jmaslek commented May 20, 2022

How would I get this for the individual tickers?

You are going to need to figure out which variable is the correct one being plotted. I believe it is the risk one, but not 100% confident.

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@jmaslek then how would I get something like the CVar for each ticker?

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@jmaslek @JerBouma I was able to figure out how this code worked better and to make an approach that should always work. However, my numbers are not turning out quite right and I am not sure why. Do you guys mind taking a look?

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jmaslek commented May 22, 2022

Looking now.

Do you mean to commit openbb_terminal/jupyter/reports/stored/20220404_092139_crypto_market.html

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jmaslek commented May 22, 2022

CVaR still wildly off lets see why

Screen Shot 2022-05-22 at 6 14 18 PM

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Looking now.

Do you mean to commit openbb_terminal/jupyter/reports/stored/20220404_092139_crypto_market.html

No lol

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CVaR still wildly off lets see why

Screen Shot 2022-05-22 at 6 14 18 PM

They are all off. Something is off. Im just not sure what. I tried copying what he did.

@colin99d colin99d added the bug Fix bug label May 22, 2022
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jmaslek commented May 23, 2022

I gotchu. You didn't annualize variance

@jmaslek jmaslek marked this pull request as ready for review May 23, 2022 01:40
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Aye!! Nice catch. Its working now.

@colin99d colin99d merged commit 3fdc136 into main Jun 2, 2022
@colin99d colin99d deleted the showtick branch June 2, 2022 13:06
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[Bug] Portfolio - Efficient Frontier has lost the Asset Labels
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