Python For Finance Portfolio Optimization

Portfolio Optimization

Portfolio optimization is the process of selecting the best portfolio,
out of the set of portfolios being considered, according to some objective. The objective
typically maximizes factors such as expected return, and minimizes costs like financial risk.

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[matthewrowe]

Aye bro deadass this saved me!! took out all the fluff and just gave the essential things to do, cheeers

[youtubestViewer]

Great work, but why have your viewer type up the source over again instead of posting the source in Github?

[michaelcloresandersm.d.]

This was an awesome video. Thank you so much for the instructions. I am just starting Python and love the support. I hope you will do more! You are very good. Thanks again.

[plastonic]

Erm, your "optimized" portfolio has a Sharpe ratio of 1.35. The unoptimized one had 32%/23% = 1.391. Most likely this is because you use arithmetic annual returns instead of compounded returns: for each stock product(1 + daily returns) - 1.

[pedroelias]

the best py tutorial i ve found on youtube, thanks for the rich content

[lukholo]

This guy sounds like Naval. Insightful video, thank you.

[mazensleiman]

very well narrated. and loved working on colab. thanks mate

[enricoragusa]

I'm wondering if there is a function that lets you optimize for short selling. Is there for example a Monte Carlo method that allows you to do it, maybe with some constraints?

That would help a lot because it would give back a market-neutral portfolio, which is always a plus.

[khajanizamuddin]

Hi

Am getting this error
"string indices must be integers"

when I do the same code

" df[stock]=web.DataReader(stock, data_source='yahoo', start=stockStartDate, end=today)['Adj Close']

what am i doing wrong ?

[aarondelarosa]

Excellent. You forgot to plot Efficient Frontier.

[rhard]

Thank you! this was a great video. I had some problems installing PyPortfolioOpt into my working jupyter notebook. Using pip seemed to work fine but when I tried to import the modules, I kept getting an error, module not found. To fix this, run the following code in a cell in your Jupyter Notebook


import sys
!{sys.executable} -m pip install PyPortfolioOpt


Everything worked after that.

[WorldWideSkboarding]

This is a 10/10 tutorial

please make more

[tsepomoteuli]

Are you able to assist with an optimization model for liability driven investments. Technically, I want to rebalance the portfolio and keep 100% hedge ratio across various tenors. I already have PV01 and IE01 for the bonds. 🙏🏽

[richardboreiko]

What does DCP error mean and why does it happen whan I expand the number of stocks to 16 and have 16 weight values of 0.0625?

[davidjlong]

This is awesome! My only comment would be past performance doesn't always dictate future profits. Is it possible to force Python to include all the stocks would removing. And provide a best case with all stocks. Or only remove those which just aren't required.

[aronburgos]

Really didactic! Greetings from Brazil

[IssifuAdama]

Thanks for sharing this education, i have try to practice the video but i have got a problem with this line of code is giving me an remotedata error:. can you please help

[priyasinghparihar]

While installing PyPortfolioOpt ..getting error - The filename, directory name, or volume label syntax is incorrect

[Smiirffable]

I am having troubles with the last part on "Get the discrete allocation of each share per stock". When I run the code I get "NameError: Solver GLPK_MI is not installed". How do I go about installing this?

[yogeshdubey]

i am not getting the point why we eliminate the google stocks can someone please explain me