About performance matric of inverse portfolio optimization technique

Quant Trading Strategies & Ideas
1

Import the function for performance metric calculation

import sys

sys.path.append("…")

from data_modules.quantra_portfolio import portfolio_performance





How to get  this code from equal  weighted method . i am not able to open this  file . please  provide code



so that i can check inverse protfolio optimization tech performance

 

2

Hi Keerti,

Please download the zip file from section 17, unit 2. You can find the portfolio_performance code in the quantra_portfolio.py file in data_modules folder.



Hope this helps!



Thank you