Examples

A listing of the various ways we can use Allopy. You should able to get the gist of what’s going on here. For more in depth details, check out the API documentation.

• Adding Uncertainty Penalty
• Basic Optimizer Usage (Simple)
• Simulation and Optimization
  • Getting Started
  • Simulation
    • Exploring the Data
    • Forming the Models
    • Fitting the Model
    • Fitting the Copula
    • Simulating Future returns
    • Removing Outliers
    • Calibrating the Moments of the Cube
  • Optimization
• Regret Optimization
  • Regret
    • Distance function
    • Linear Approximations
  • Example