Portfolio Optimization and Allocation with Python

Modern Portfolio Theory (MPT) or mean-variance analysis is a mathematical model for developing and creating a portfolio which aims to maximize the return for a given amount of risk.
The efficient frontier is the set of optimal portfolios that offer the highest expected return for a defined level of risk or the lowest risk for a given level of expected return.
I explained what modern portfolio theory is and demonstrated how to optimize portfolio with efficient frontier in Python.

[aarondelarosa]

Excellent. But you forgot to plot Efficient Frontier.

[WeiXing]

Can you please share your code with us?