parent_command:portfolio/po/parameters
usage: set -m {maxsharpe,minrisk,maxutil,maxret,maxdiv,maxdecorr,ef,riskparity,relriskparity,hrp,herc,nco}

Select one of the portfolio optimization models

optional arguments:
  -m {maxsharpe,minrisk,maxutil,maxret,maxdiv,maxdecorr,ef,riskparity,relriskparity,hrp,herc,nco}, --model {maxsharpe,minrisk,maxutil,maxret,maxdiv,maxdecorr,ef,riskparity,relriskparity,hrp,herc,nco}
                        Frequency used to calculate returns (default: None)


Examples:
- Set the portfolio optimization model to maximize Sharpe ratio: portfolio/po/parameters set -m maxsharpe
- Optimize your portfolio with minimum risk: portfolio/po/parameters set --model minrisk
- Use the maximum utility model for portfolio optimization: portfolio/po/parameters set -m maxutil
- Choose the maximum return model for portfolio optimization: portfolio/po/parameters set --model maxret
- Optimize your portfolio using the maximum diversification model: portfolio/po/parameters set -m maxdiv
- Set the portfolio optimization model to maximize decorrelation: portfolio/po/parameters set --model maxdecorr
- Use the efficient frontier model for portfolio optimization: portfolio/po/parameters set -m ef
- Optimize your portfolio with the risk parity model: portfolio/po/parameters set --model riskparity
- Choose the relative risk parity model for portfolio optimization: portfolio/po/parameters set -m relriskparity
- Set the hierarchical risk parity model for portfolio optimization: portfolio/po/parameters set --model hrp
- Use the hierarchical equal risk contribution model for portfolio optimization: portfolio/po/parameters set -m herc
- Optimize your portfolio using the nested clustered optimization model: portfolio/po/parameters set --model nco