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examples and readme; ready for 1.1.0
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enzbus committed Jan 10, 2024
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8 changes: 7 additions & 1 deletion README.rst
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Expand Up @@ -12,9 +12,15 @@ paper <https://web.stanford.edu/~boyd/papers/pdf/cvx_portfolio.pdf>`__.
The documentation of the library is at
`www.cvxportfolio.com <https://www.cvxportfolio.com>`__.


.. Installation
.. note::

Since end of December 2023 we're running daily `example strategies
<https://github.com/cvxgrp/cvxportfolio/tree/master/examples/strategies>`_
using the development version (master branch); each day we commit target
weights and initial holdings to the repository.

Installation
------------

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4 changes: 4 additions & 0 deletions docs/examples.rst
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Expand Up @@ -13,4 +13,8 @@ We show some of them, along with their results, in the following pages:
examples/timing
examples/universes
examples/etfs
examples/user_provided_forecasters
examples/risk_models
examples/market_neutral
examples/market_neutral_nocosts
examples/paper_examples
10 changes: 10 additions & 0 deletions docs/examples/market_neutral.rst
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Market-Neutral Portfolio
=========================

This example script is
`available in the repository
<https://github.com/cvxgrp/cvxportfolio/blob/master/examples/market_neutral.py>`_.

.. literalinclude:: ../../examples/market_neutral.py
:language: python
:lines: 14-
10 changes: 10 additions & 0 deletions docs/examples/market_neutral_nocosts.rst
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Market-Neutral Portfolio (Without Costs)
========================================

This example script is
`available in the repository
<https://github.com/cvxgrp/cvxportfolio/blob/master/examples/market_neutral_nocosts.py>`_.

.. literalinclude:: ../../examples/market_neutral_nocosts.py
:language: python
:lines: 14-
10 changes: 10 additions & 0 deletions docs/examples/risk_models.rst
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Risk Models Comparison
======================

This example script is
`available in the repository
<https://github.com/cvxgrp/cvxportfolio/blob/master/examples/risk_models.py>`_.

.. literalinclude:: ../../examples/risk_models.py
:language: python
:lines: 14-

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