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okama 2.0: New Withdrawal Strategies and a Faster Efficient Frontier

okama 2.0: New Withdrawal Strategies and a Faster Efficient Frontier

via Dev.toSergey Kikevich

We have released the “anniversary” version, okama 2.0. This release includes many important changes. The main themes are new advanced portfolio withdrawal strategies and a new portfolio optimization workflow for the Efficient Frontier. First article and howto for beginners is here . You can install the library or upgrade to the new version right now: pip install okama - U With okama 2.0, we deliberately moved from educational and academic examples toward more practical and realistic use cases. On the one hand, the library now includes new tools that are well suited for building retirement strategies with regular withdrawals. On the other hand, the logic behind the Efficient Frontier has changed: multi-period optimization with rebalancing is now the default behavior. This more advanced type of optimization is also dramatically faster. You no longer need to leave your computer running and go make tea while the calculations finish. This makes okama much better suited for web applications.

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