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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.
Start Project1 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
- 1Task 1
Technologies
Python
Topics
Applied Finance
