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@chilango74 chilango74 released this 16 Dec 10:17
· 559 commits to master since this release

Kolmogorov-Smirnov test method (kstest) for Portfolio and AssetList.

New forecasting methods for Portfolio:

  • percentile_inverse
  • percentile_from_history
  • forecast_wealth_history
  • forecast_monte_carlo_cagr
  • forecast_wealth

Some of the old forecasting methods are renamed.

New Plotting methods for forecasts in Portfolio:

  • plot_forecast
  • plot_forecast_monte_carlo
  • plot_plot_hist_fit
  • plot_percentiles_fit

New notebooks with examples:
04 backtesting distribution.ipynb
05 forecasting.ipynb