DFS_Portfolio_Manager / global_func /volatility_preset.py

Commit History

Update volatility_preset function to use 'Similarity Score' for row filtering instead of 'median'. This change improves the accuracy of lineup adjustments by ensuring the correct comparison for ownership type maximums.
2a7d830

James McCool commited on

Fix condition in volatility_preset function to correctly identify rows to drop based on median values. This change ensures accurate lineup adjustments by comparing current ownership type maximums with median values.
161be26

James McCool commited on

Add volatility preset option in app.py and implement volatility_preset function. Updated lineup generation logic to include new preset for enhanced lineup edge management.
cc0edce

James McCool commited on