Contenido del Curso
Introduction to Financial Portfolio Management with Python
Introduction to Financial Portfolio Management with Python
Challenge: Computing MSR Portfolio
After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio, which could be computed, using the following expression:
Tarea
- Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
- Get overall optimization info for MSR portfolio.
- Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.
Tarea
- Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
- Get overall optimization info for MSR portfolio.
- Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.
¿Todo estuvo claro?
Challenge: Computing MSR Portfolio
After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio, which could be computed, using the following expression:
Tarea
- Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
- Get overall optimization info for MSR portfolio.
- Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.
Tarea
- Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
- Get overall optimization info for MSR portfolio.
- Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.
¿Todo estuvo claro?
Challenge: Computing MSR Portfolio
After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio, which could be computed, using the following expression:
Tarea
- Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
- Get overall optimization info for MSR portfolio.
- Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.
Tarea
- Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
- Get overall optimization info for MSR portfolio.
- Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.
¿Todo estuvo claro?
After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio, which could be computed, using the following expression:
Tarea
- Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
- Get overall optimization info for MSR portfolio.
- Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.