@captorab/openseries-ts - v1.0.0
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simulatePortfolios
Function simulatePortfolios
simulatePortfolios
(
frame
:
OpenFrame
,
numPorts
:
number
,
seed
:
number
,
)
:
SimulatedPortfolio
[]
Simulates random long-only portfolios from frame returns and covariance.
Parameters
frame
:
OpenFrame
numPorts
:
number
seed
:
number
Returns
SimulatedPortfolio
[]
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@captorab/openseries-ts - v1.0.0
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Simulates random long-only portfolios from frame returns and covariance.