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12:45
YouTube
Aaron Horowitz
Portfolio Optimization in Python: Using The Program (1/3)
Code files on Github: https://github.com/aarwitz/PortfolioOptimizer Program uses Mean-Variance Portfolio Theory to create optimal portfolios and provides backtesting capabilities. The user inputs a list of tickers and a period of time for which data is retrieved using YahooFinance's API. A model which outputs the lowest-variance portfolio for ...
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