Master Financial Computing: Risk Analysis and Portfolio Optimization with Python

Dive deep into the world of financial computing with our comprehensive guide on Risk Analysis and Portfolio Optimization using Python. In this tutorial, we explain the core concepts of portfolio optimization and guide you through building your own risk-minimization model in Python.

Whether you're a professional financial analyst, a data science enthusiast, or a student venturing into financial computing, this video tutorial is the perfect stepping stone.

In this video, you'll:

Understand the fundamental concepts of portfolio optimization and risk analysis
Learn to build a risk-minimization portfolio optimization model in Python
Get hands-on experience working with financial data using Python
Don't forget to like, share, and subscribe for more advanced and insightful programming content.

[piyushsingh]

1. Run the code as well to show what the result means
2. Why is the function name portfolio_volatility the same as a variable name inside that function?
3. I don't see portfolio_return variable being used anywhere. What is the point of calculating this inside the function?4.
4. In volatiilty calculation, weights is a 1-D vector, there is no point of doing transpose