rpavez / mpt-portfolio-optimization

Project based on the Modern Portfolio Theory framework

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mpt-portfolio-optimization

Project based on the Modern Portfolio Theory framework.

The project was developed using Jupyter notebook (web-based notebook environment for interactive computing) and uses an example of 5 securities in order to maximize the expected return for a given level of risk.

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Project based on the Modern Portfolio Theory framework


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Language:Jupyter Notebook 100.0%