Efficient portfolio frontier in Python

How to efficiently construct the efficient portfolio frontier using real-world data? And how to find minimum variance, tangency, and target return portfolios? Today we are building together from scratch a Python script that downloads the data for the investable universe and builds both the efficient portfolio frontier and the securities market line.

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[vladk]

The join method just saved me a few lines of code on my own projects. Awesome overall video as always, Savva! Keep it up! 🚀

[bergouguimahmoud]

excellent video sir, I hope you do this with a non-zero risk-free return, we will really appreciate it

[Bosco]

Hi. Thank you very much for the video, it's the best I've found so far. I was wondering if you had a video that incorporated no short selling, and if so could you link it here? Orr advice on how to add that restraint to the above code. Thanks again and all the best.

[AdityaGupta-xgez]

could you please provide what alteration should come if we include risk free rate ?? please reply

[anastasiashvedova]

Thank you so much for so cool content, one video was more insightful than the whole course at the school! Can you give some hint why does performance differ that much if I change start and end date to more recent?

[AdityaGupta-xgez]

@NEDL please can you make risk free rate version of this video with sharpe ratio, CML as well

[hakankosebas]

why don't you calculate extra holiday except weekend to your 252

[pythonbobby]

Man, I'd love to do a vid on my portfolio with this method. @NEDL, Mind if I use it? I'll definately give you a shout out!

Also do you have some backtesting data for performance?

[onurkoc]

I think, you love math like me. But some guys doesn't much, You can simplify your solutions for these guys.

[joshlos]

Very good video!
Do you have any advice on how to include a risk free rate for the tangency portfolio?