One holding across its whole range
sweep_holdingOne holding already in the portfolio, measured at every weight from none to all, with the rest of the money shared out in proportion: volatility, the holding's share of the risk and the number of independent bets at each point. Use it for 'how much of this is enough to change anything?'; for one specific change use test_a_change, for a holding not yet owned check_before_you_buy. ticker must be one of the holdings; base sets the currency (default USD). It never says which weight to hold.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| base | No | Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD. | |
| ticker | Yes | The holding to sweep; must be one of `holdings`. | |
| holdings | Yes | What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | Window end. | |
| data | No | Where the prices came from and what was missing or repaired. | |
| kind | No | Kind of figures (counterfactual). | |
| knee | No | Weight below which most of the change happens, when there is one. | |
| note | No | One sentence on where the change comes from. | |
| start | No | Window start. | |
| _fence | Yes | What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result. | |
| points | No | Per weight: weight, vol (volatility), risk_share (that holding's share of the risk), effective_bets, top_factor_share. | |
| ticker | No | The holding swept. | |
| total_change | No | Change in volatility from none to the current weight. | |
| redistribution | No | How the rest of the money is spread at each point. |