@neural-trader/portfolio

Portfolio management and optimization for Neural Trader.

Installation

npm install @neural-trader/portfolio

Usage

const {
  portfolioRebalance,
  PortfolioManager,
  PortfolioOptimizer
} = require('@neural-trader/portfolio');

// Rebalance portfolio
const result = await portfolioRebalance({
  targetAllocations: {
    'AAPL': 0.3,
    'GOOGL': 0.3,
    'MSFT': 0.4
  }
});

// Use portfolio manager
const manager = new PortfolioManager({
  initialCapital: 100000
});

// Optimize portfolio
const optimizer = new PortfolioOptimizer({
  riskTolerance: 0.5,
  targetReturn: 0.15
});

API

Classes

• PortfolioManager - Manage portfolio positions and rebalancing
• PortfolioOptimizer - Optimize portfolio allocation

Functions

• portfolioRebalance() - Rebalance portfolio to target allocations
• getPortfolioStatus() - Get current portfolio status
• getPredictionPositions() - Get prediction market positions
• getBettingPortfolioStatus() - Get sports betting portfolio
• crossAssetCorrelationMatrix() - Calculate correlation matrix
• correlationAnalysis() - Analyze asset correlations

License

MIT OR Apache-2.0