args.yaml

# Choose from {'back_from_today', 'interval'}.
method: "back_from_today"

# Choose from {'sharpe', 'sortino'}.
utility: "sharpe"

# (Method A) How many days/months/years in total is the start day back from today to demonstrate?
back_from_today:
    days: 1
    months: 0
    years: 3

# (Method B) What is the date interval of interest to demonstrate? Format as 'yyyy-mm-dd'.
interval:
    start_date: "2019-03-26"
    end_date: "2020-03-25"

# Sharpe compute period.
sharpe:
    period:
        days: 0
        months: 0
        years: 1

# Portfolio rebalance period.
rebalance:
    period:
        days: 0
        months: 1
        years: 0

# Benchmark tickers.
benchmark:
    market: "^GSPC"
    riskfree: "^IRX"

# Optimized portfolio params.
params:
    no_of_companies: 5

# Displaying results.
display:
    initial_balance: 100.00 # US Dollars
    verbose: True
    plot: False