pfopt_allocation: 1 tool.
Inputs, limits and outputs are described in Fincept Portfolio Optimizer. Full schemas:
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Whole-share orders from target weights: latest prices from a price history or given, a portfolio value, greedy rounding or integer programming, long/short with a short ratio and optional reinvestment of short proceeds; the leftover cash and the error against the targets.
pfopt_allocation: 1 tool.
| Tool | What it does | Notes |
|---|---|---|
pfopt_discrete_allocation | Whole-share allocation of a portfolio value to target weights at the latest prices: greedy rounding or an integer program that minimises the gap to the targets plus the leftover cash; long/short weights are split into a long and a short book (short_ratio, reinvest). |
fincept_describe_tool.