openseries.simulate_portfolios

openseries.simulate_portfolios(simframe, num_ports, seed)

Generate random weights for simulated portfolios.

Parameters:

• simframe (OpenFrame) – Return data for portfolio constituents.

• num_ports (int) – Number of possible portfolios to simulate.

• seed (int) – The seed for the random process.

Returns:

The resulting data.

Return type:

DataFrame