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Analyze Your Stock Portfolio for Risks and Returns

Use mean-variance optimization to find optimal portfolio weights and then check how well they would have performed.

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1 Tasks1,500 XP

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Project Description

When deciding on asset allocation, you can use modern portfolio theory (MPT). MPT emphasizes that you should consider both the expected return and the associated risk (variance) when constructing portfolios.

In this project, you will find and evaluate a set of portfolios using mean-variance optimization using libraries such as PyPortfolioOpt.

Project Tasks

  1. 1
    Task 1


Python Python


Applied Finance
Eryk Lewinson HeadshotEryk Lewinson

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