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Ability to weight a portfolio of holdings by a metric valued #161

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merged 4 commits into from
Oct 7, 2015

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e.g. volatility weight a portfolio with constraints

Justin Lent and others added 4 commits October 6, 2015 13:06
…o_volatility_weighted_example nb function docstrings
…g holdings by a metric, like volatility. Add functions for volatility weighting a portfolio and update portfolio_volatility_weighted_example nb with usage example
justinlent added a commit that referenced this pull request Oct 7, 2015
Ability to weight a portfolio of holdings by a metric valued
@justinlent justinlent merged commit 3c45d9e into master Oct 7, 2015
@twiecki twiecki deleted the vol_weight_port branch October 7, 2015 14:20
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