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Challenge: Computing GMV Portfolio | Portfolio Optimization Basics
Introduction to Portfolio Management with Python
course content

Contenido del Curso

Introduction to Portfolio Management with Python

Introduction to Portfolio Management with Python

1. Portfolio Analysis Basics
2. Portfolio Optimization Basics
3. Factor Investing

book
Challenge: Computing GMV Portfolio

In the previous chapter, we've discovered, how to compute portfolios with minimal risk and with the best ratio of expected return and corresponding risk.

Now, you are going to compute them on your own.

First of all, in this chapter, you are going to compute GMV portfolio, which provides the lowest risk.

Tarea
test

Swipe to show code editor

In this task you need to:

  1. Choose right shape for array of weights.
  2. Find index of necessary weights in the right way.
  3. Choose optimal weights and corresponding volatility.

Switch to desktopCambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones
¿Todo estuvo claro?

¿Cómo podemos mejorarlo?

¡Gracias por tus comentarios!

Sección 2. Capítulo 4
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book
Challenge: Computing GMV Portfolio

In the previous chapter, we've discovered, how to compute portfolios with minimal risk and with the best ratio of expected return and corresponding risk.

Now, you are going to compute them on your own.

First of all, in this chapter, you are going to compute GMV portfolio, which provides the lowest risk.

Tarea
test

Swipe to show code editor

In this task you need to:

  1. Choose right shape for array of weights.
  2. Find index of necessary weights in the right way.
  3. Choose optimal weights and corresponding volatility.

Switch to desktopCambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones
¿Todo estuvo claro?

¿Cómo podemos mejorarlo?

¡Gracias por tus comentarios!

Sección 2. Capítulo 4
Switch to desktopCambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones
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