JustinDo720 / Efficient-Frontier-Justin-Defne

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Efficient-Frontier-Justin-Defne

241k Sim.jpeg

Our 241,000 simulation graph that pinpoints three major points of signifiance

  • (RED) The portfolio in which the risk(variance) is at it's lowest
  • (GREEN) Our Optimal Portfolio where the Sharpe Ratio is the highest
  • (RED) The portfolio in which the returns is at it's highest

Correlation Matrix.jpeg

A correlation matrix of all our 7 stocks

  • Apple Inc. (AAPL)
  • Visa Inc. (V)
  • The Home Depot Inc(HD)
  • The Coca-Cola Company (KO)
  • Johnson & Johnson (JNJ)
  • Amgen Inc. (AMGN)
  • NVIDIA Corporation (NVDA)

Efficient Frontier Project - Defne & Justin

Our Jupyter Notebook code that shows how we got our portfolios

Optimal Portfolio.jpeg

A picture of the optimal weights that yields the highest sharpe ratio for our assets

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Language:Jupyter Notebook 100.0%