risk

Submodules

Classes

Model

Abstract risk model

Package Contents

class risk.Model[source]

Bases: abc.ABC

Abstract risk model

parameter: dict[str, cvxpy.Parameter]
abstract estimate(weights, **kwargs)[source]

Estimate the variance given the portfolio weights

abstract update(**kwargs)[source]

Update the data in the risk model

abstract constraints(weights, **kwargs)[source]

Return the constraints for the risk model