I am finishing Python Financial Course, and this Capstone Project is the last challenge.
I used Python to calculate optimized investment portfolio and applied Efficient Frontier theory.
Following 5 stocks are selected to demonstrate Efficient Frontier and Sharpe Ratio
Attached please find my presentation: Project Capstone .pdf - Google Drive
And VScode is used for programming editor, please see my codes here:
Any advice or comments are highly welcome:)
Here are several things I think can be done better:
Use log rate and annualize financial return
More simplified and self explaining coding for efficient frontier calculation