PortfolioOptimisers.fit_predict — Methodfit_predict(opt::OptE_Opt, rd::ReturnsResult)Fit optimisation estimator opt on returns data rd, and predict over the same data.
The prediction is in-sample, so it measures the fit and not a backtest. Use fit_and_predict or cross_val_predict for an out-of-sample series.
Algorithm
Arguments
opt: Optimisation estimator or result.rd::ReturnsResult: Returns data.Returns
Related
Settings
This document was generated with Documenter.jl version 1.19.0 on Sunday 27 September 2026. Using Julia version 1.13.1.
const OptE_Opt = Union{<:NonFiniteAllocationOptimisationEstimator,
<:NonFiniteAllocationOptimisationResult}Alias for a non-finite allocation optimisation estimator or result.
struct ReturnsResult{__T_nx, __T_X, __T_nf, __T_F, __T_nb, __T_B, __T_ts, __T_iv, __T_ivpa, __T_pnl} <: AbstractReturnsResultReturns data of a universe: the asset returns, and optionally the factor returns, the benchmark returns, the timestamps, the implied volatilities and an Asset Panel.