This project involves the development of a portfolio optimization and allocation system. It is usually necessary for risk-averse investors to construct portfolios to optimize or maximize expected return based on a given level of market risk. This project covers assets possible allocation, and obtaining the Sharpe ratio to assist business decisions.
Please, note that the project is still in working progress and the readme file is yet to be fully developed. You can check my other projects here.
You can also watch this repository to view as progress is being made on the project.
Explore the existing files in the repository.
- Dataset (Excel workbooks)
- [Main File (IPython Notebook)](Portfolio Allocation and Optimization Notebook.ipynb)