Modern Portfolio Theory for my models

nyuton · November 5, 2022, 2:04pm

Awesome, thanks!

So I made some tweaks and merged into my code, so that it works for many models now.
Here you can find the generic version:

github.com

nemethpeti/numerai/blob/main/Portfolio optimalization_v2.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "98960a83-a5f7-481c-b20e-874c10fb33bc",
   "metadata": {},
   "outputs": [],
   "source": [
    "from numerapi import NumerAPI, utils\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "import matplotlib.pyplot as plt\n",
    "from scipy.optimize import minimize\n",
    "\n",
    "napi = NumerAPI()"
   ]
  },
  {
   "cell_type": "code",

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Modern Portfolio Theory for my models

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