parent_command:portfolio/po
usage: maxdiv [-cv {hist,ewma1,ewma2,ledoit,oas,shrunk,gl,jlogo,fixed,spectral,shrink}] [-de SMOOTHING_FACTOR_EWMA] [-vs SHORT_ALLOCATION] [-mt METHOD] [-ct CATEGORIES] [-p PERIOD] [-s START_PERIOD] [-e END_PERIOD] [-lr]
              [--freq {d,w,m}] [-mn MAX_NAN] [-th THRESHOLD_VALUE] [-v LONG_ALLOCATION] [--name NAME]

Maximizes the portfolio's diversification ratio

optional arguments:
  -cv {hist,ewma1,ewma2,ledoit,oas,shrunk,gl,jlogo,fixed,spectral,shrink}, --covariance {hist,ewma1,ewma2,ledoit,oas,shrunk,gl,jlogo,fixed,spectral,shrink}
                        Method used to estimate covariance matrix. Possible values are 'hist': historical method 'ewma1': exponential weighted moving average with adjust=True 'ewma2': exponential weighted moving average with
                        adjust=False 'ledoit': Ledoit and Wolf shrinkage method 'oas': oracle shrinkage method 'shrunk': scikit-learn shrunk method 'gl': graphical lasso method 'jlogo': j-logo covariance 'fixed': takes average of
                        eigenvalues above max Marchenko Pastour limit 'spectral': makes zero eigenvalues above max Marchenko Pastour limit 'shrink': Lopez de Prado's book shrinkage method (default: hist)
  -de SMOOTHING_FACTOR_EWMA, --d-ewma SMOOTHING_FACTOR_EWMA
                        Smoothing factor for ewma estimators (default: 0.94)
  -vs SHORT_ALLOCATION, --value-short SHORT_ALLOCATION
                        Amount to allocate to portfolio in short positions (default: 0.0)
  -mt METHOD, --method METHOD
                        Method used to fill nan values in time series, by default time. Possible values are: 'linear': linear interpolation 'time': linear interpolation based on time index 'nearest': use nearest value to replace
                        nan values 'zero': spline of zeroth order 'slinear': spline of first order 'quadratic': spline of second order 'cubic': spline of third order 'barycentric': builds a polynomial that pass for all points
                        (default: time)
  -ct CATEGORIES, --categories CATEGORIES
                        Show selected categories (default: [])
  -p PERIOD, --period PERIOD
                        Period to get yfinance data from. Possible frequency strings are: 'd': means days, for example '252d' means 252 days 'w': means weeks, for example '52w' means 52 weeks 'mo': means months, for example '12mo'
                        means 12 months 'y': means years, for example '1y' means 1 year 'ytd': downloads data from beginning of year to today 'max': downloads all data available for each asset (default: 3y)
  -s START_PERIOD, --start START_PERIOD
                        Start date to get yfinance data from. Must be in 'YYYY-MM-DD' format (default: )
  -e END_PERIOD, --end END_PERIOD
                        End date to get yfinance data from. Must be in 'YYYY-MM-DD' format (default: )
  -lr, --log-returns    If use logarithmic or arithmetic returns to calculate returns (default: False)
  --freq {d,w,m}        Frequency used to calculate returns. Possible values are: 'd': for daily returns 'w': for weekly returns 'm': for monthly returns (default: d)
  -mn MAX_NAN, --maxnan MAX_NAN
                        Max percentage of nan values accepted per asset to be considered in the optimization process (default: 0.05)
  -th THRESHOLD_VALUE, --threshold THRESHOLD_VALUE
                        Value used to replace outliers that are higher to threshold in absolute value (default: 0.3)
  -v LONG_ALLOCATION, --value LONG_ALLOCATION
                        Amount to allocate to portfolio (default: 1)
  --name NAME           Save portfolio with personalized or default name (default: MAXDIV_0)


Examples:
- To maximize the diversification ratio of your portfolio using the historical method: portfolio/po/maxdiv
- Maximize the diversification ratio using the exponential weighted moving average method with adjust=True: portfolio/po/maxdiv -cv ewma1
- Maximize the diversification ratio with a specific smoothing factor for ewma estimators: portfolio/po/maxdiv -de 0.95
- Allocate a specific amount to short positions while maximizing the diversification ratio: portfolio/po/maxdiv -vs 0.5
- Use the linear interpolation method to fill nan values in time series: portfolio/po/maxdiv -mt linear
- Maximize the diversification ratio for a specific period, e.g., 2 years: portfolio/po/maxdiv -p 2y
- Maximize the diversification ratio within a specific date range: portfolio/po/maxdiv -s 2020-01-01 -e 2022-01-01
- Calculate the diversification ratio using logarithmic returns: portfolio/po/maxdiv -lr
- Maximize the diversification ratio with a specific frequency, e.g., weekly returns: portfolio/po/maxdiv --freq w
- Save the maximized diversification ratio portfolio with a custom name: portfolio/po/maxdiv --name MyCustomPortfolio