Efficient Frontier in Python p.1

Part 1: Building the Efficient Frontier in Python

In this series we are building the Efficient Frontier in Python with Dash as a web application over multiple tutorials.

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[Tapefruit]

This series is awesome! Thank you! I just wish there was a follow-up discussing the parameters that were implemented but not used yet

[shagyhahn]

I really liked your step by step explanation. I will surely watch all your videos. Thanks for your time.

[adribues]

Hi I get an error when I tried to print :"getData(stocks....) ", string indices must intgers typeerror. How I can fix it?
Thank you!!!

[tschuhmann]

Great video at first! What do you think about not doing the calculation via the covariance-matrix but adding up the daily stock-returns depending on their allocation in the portfolio and just calculating the volatility and mean return of the created portfolio?

[ivannikonov]

Can't understand why we use weighted sum of mean returns multiplied by amount of days. Shouldn't we use 1 * (1 +mean returns)^days_in_period ??

[FelipeFoltran]

Still works in 2023, with minor tweaks to the code (especially using yfinance instead of get_data_yahoo).

[chriskeo]

Why don't we use adjusted close?
What's the difference? Thanks man

[richardvdoost]

Amazing series, thanks for sharing!

I was wondering about whether you should be working with the log returns instead of percentage returns? Because taking the average of percentage returns doesn't really make sense (I could be wrong). Or is it just because the daily returns are usually so small that it doesn't really make a difference?

[aarondelarosa]

Excellent. You forgot to plot Efficient Frontier.

[johannesambaye]

I have a little problem i get the data from reuter and download it to first in excel and then i use python. I can not recreate this so well

[MA-qmyv]

Hello, thanks for the video but could you please explain why we use .T after weights ? It does not work when I add it
Thanks !

[joeygsteez]

I'm not absolutely positive if this is true, but I believe that you can remove the entire line that has stock = [stock+" .AX" for stock in stocklist] and change the final line from print(getdata(stock, start=startDate, end=endDate)) to print(getdata(stocklist, start=startData, end=endData)). I came to this conclusion because I kept getting an error in pycharm telling me that it didn't understand the symbols with .AX at the end. Once I removed the .AX line and changed the final line it interpreted the code and created the model. If you can confirm my suspicion or correct me that would be great, Thanks.

[saheedfalola]

Do we need any adjustments for stocks listed on the TSX e.g. Shopify (SHOP)? AX. is giving error. Thanks !

[johannesambaye]

Could I get all your code. On your website code is not completely available but only partially. I would be very grateful to you

[stelios]

can you please do a similar video for 10-20 stocks. Under my python code my EF loses its carvature the more stocks i add.

[riocma]

Hey Mate, How can I fix this error?

SymbolWarning: Failed to read symbol: 'CBA.AX', replacing with NaN.
'No data fetched using 'YahooDailyReader'

[damneddude]

Question: the timedelta we use is 365 and the portfolio performance is calculated on 252 days, is it correct or should both of them have the same number of days?

[greenpumpkin]

nice, instead of np.dot, use @ operator for clarity :-)

[noelsmith]

copied his code word for word and it didn't work