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  • Created over 6 years ago
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Markowitz portfolio optimisation (efficient frontier) in Python

The Efficinet Frontier (Markowitz Portfolio Optimisation)

Attached Jupyter Notebook is the efficient frontier modeling I implemented as a part of my blog post. Accompanying blog posts can be found from my Medium account: https://medium.com/@rickykim78

Below implementations can be found in the attached notebook.

Portfolio Optimisation using Random Portfolio Generation

Efficient Frontier using Scipy's optimize function

prerequisite: Quandl

pip install quandl

In order to import quandl in your environment, you first need to register and get an API key from Quandl's website

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