The Ultimate Guide To Numerical Optimization For Portfolio Management

Опубликовано: 24 Март 2024
на канале: Algovibes

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In this video I am going over implementing advanced Portfolio Analysis using Numerical Optimization Algorithms. Use-case here is constructing the Efficient Frontier of the Dow Jones Industrial Average. (30 assets).
I am recapping the previous (iterative) approach, going over the optimization conditions such as constraints and bounds and then coding the optimization in Python.
There are a ton of more interesting things to check out here so do your part and like, comment and share the video.

Highly recommended is my in depth Python for Finance course:
https://www.pythonforfinance.info

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#python #finance #optimization