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
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