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.
Swipe to start coding
In this task you need to:
- Choose right shape for array of weights.
- Find index of necessary weights in the right way.
- Choose optimal weights and corresponding volatility.
Løsning
Takk for tilbakemeldingene dine!
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Completion rate improved to 6.25Challenge: Computing GMV Portfolio
Sveip for å vise menyen
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.
Swipe to start coding
In this task you need to:
- Choose right shape for array of weights.
- Find index of necessary weights in the right way.
- Choose optimal weights and corresponding volatility.
Løsning
Bytt til skrivebordet for virkelighetspraksisFortsett der du er med et av alternativene nedenforTakk for tilbakemeldingene dine!
Awesome!
Completion rate improved to 6.25single
