Capstone: Financial Analysis


I am having trouble with the optimization frontier curve for the capstone project. I pulled information on 48 utility stocks, but I am finding when I go to run the efficiency curves - I am getting an error regarding the optimization of the polynomial. There is also an error thrown by the kkt optimizer. I’ve searched the documentation for CVX and stack exchange, but I haven’t found anything to remove the [“Rank(A) < p or Rank([G; A]) < n” error in cvxpy]. I’ll admit that I have tried to understand some of the math, and can understand about 80% of the equation. But, I am unclear what in my code is causing the error. Does anyone have any recommendations?

Code can be found here: GitHub - spang047/Financial_Capstone