Calculate the efficient frontier

Related tags

Miscellaneousfinance
Overview

关于

  1. 代码主要参考Fábio Neves的文章,你可以在他的文章中找到一些细节性的解释:https://towardsdatascience.com/python-markowitz-optimization-b5e1623060f5
  2. 欢迎转发本期视频支持我们

使用说明

  1. 修改起始时间start_dateend_date。需要注意有些公司上市时间可能比较迟,例如B站是在2018年上市,如果你的开始时间是从2015年开始,那么结果可能会不准确。
  2. 修改和添加data_array中的资产代号,数量没有限制,这里使用的是雅虎财经的API,你可以在搜索引擎中以「公司名+雅虎财经(Yahoo Finance)」搜索对应公司代号。例如茅台是「600519.SS」,苹果是「AAPL」,腾讯是「0700.HK」。
  3. 如果运算时间过长,你可以尝试降低sample_num的数值。
  4. 计算结果仅供参考。投资有风险,入市需谨慎。
Owner
Wyman Lin
Wyman Lin
A simple, fantasy and fast note taking program.

notes A simple, fantasy and fast note taking program Installation This program supposed to run in linux and may have some bugs on windows or any other

Ali Hosseinverdi 1 Apr 06, 2022
The code behind sqlfmt.com, a web UI for sqlfmt

The code behind sqlfmt.com, a web UI for sqlfmt

Ted Conbeer 2 Dec 14, 2022
A type based dependency injection framework for Python 3.9+

Alluka A type based dependency injection framework for Python 3.9+. Installation You can install Alluka from PyPI using the following command in any P

Lucina 16 Dec 15, 2022
A data engineering project with Kafka, Spark Streaming, dbt, Docker, Airflow, Terraform, GCP and much more!

Streamify A data pipeline with Kafka, Spark Streaming, dbt, Docker, Airflow, Terraform, GCP and much more! Description Objective The project will stre

Ankur Chavda 206 Dec 30, 2022
Pykeeb - A small Python script that prints out currently connected keyboards

pykeeb 🐍 ⌨️ A small Python script that detects and prints out currently connect

Jordan Duabe 1 May 08, 2022
Senior Comprehensive Project For Python

Senior Comprehensive Project Author: Grey Hutchinson My project, which I nicknamed “Murmur”, was to create a research tool that would use neural netwo

1 May 29, 2022
Introduction to Databases Coursework 2 (SQL) - dataset generator

Introduction to Databases Coursework 2 (SQL) - dataset generator This is python script generates a text file with insert queries for the schema.sql fi

Javier Bosch 1 Nov 08, 2021
How to use Microsoft Bing to search for leaks?

Installation In order to install the project, you need install its dependencies: $ pip3 install -r requirements.txt Add your Bing API key to bingKey.t

Ernestas Kardzys 2 Sep 21, 2022
A Python library for inspecting JVM class files (.class)

lawu Lawu is a human-friendly library for assembling, disassembling, and exploring JVM class files. It's highly suitable for automation tasks. Documen

Tyler Kennedy 45 Oct 23, 2022
A Lego Mindstorm robot for dealing out cards based on a birds-eye view of a poker table and given ArUco fiducial tags.

A Lego Mindstorm robot for dealing out cards based on a birds-eye view of a poker table and given ArUco fiducial tags.

4 Dec 06, 2021
TallerStereoVision Convencion Python Chile 2021

TallerStereoVision Convencion Python Chile 2021 Taller Stereo Vision & Python PyCon.cl 2021 Instalación Se recomienta utilizar Virtual Environment pyt

2 Oct 20, 2022
An useful scripts for Misskey

misskey-scripts This place storing useful scripts which made by me. icon-repair Repair broken remote user's icon.

CyberRex 5 Sep 09, 2022
An early stage integration of Hotwire Turbo with Django

Note: This is not ready for production. APIs likely to change dramatically. Please drop by our Slack channel to discuss!

Hotwire for Django 352 Jan 06, 2023
This is a python package to get wards, districts,cities and provinces in Zimbabwe

Zim-Places Features This is a python package that allows you to search for cities, provinces, and districts in Zimbabwe.Zimbabwe is split into eight p

RONALD KANYEPI 2 Mar 01, 2022
Bookmarkarchiver - Python script that archives all of your bookmarks on the Internet Archive

bookmarkarchiver Python script that archives all of your bookmarks on the Internet Archive. Supports all major browsers. bookmarkarchiver uses the off

Anthony Chen 3 Oct 09, 2022
Run the Tianxunet software on the Xiaoyao Android simulator

Run the Tianxunet software on the Xiaoyao Android simulator, and automatically fill in the answers of English listening on the premise of having answers

1 Feb 13, 2022
An extension for Arma 3 that lets you write extensions in Python 3

An Arma 3 extension that lets you to write python extensions for Arma 3. And it's really simple and straightforward to use!

Lukasz Taczuk 48 Dec 18, 2022
Python version of RocketLeague-Dropshot-Calculated-shot

Python version of RocketLeague-Dropshot-Calculated-shot. This is just to demo around and a tool I used to develop the actual plugin.

JareBear 1 Jan 14, 2022
Blender 2.80+ Timelapse Capture Tool Addon

SimpleTimelapser Blender 2.80+ Timelapse Capture Tool Addon Developed for Blender 3.0.0, tested working on 2.80.0 It's no ZBrush undo history but it's

4 Jan 19, 2022
Fiber implements an proof-of-concept Python decorator that rewrites a function

Fiber implements an proof-of-concept Python decorator that rewrites a function so that it can be paused and resumed (by moving stack variables to a heap frame and adding if statements to simulate jum

Tyler Hou 225 Dec 13, 2022