Conteúdo do Curso
Introduction to Financial Portfolio Management with Python
Introduction to Financial Portfolio Management with Python
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, which could be computed using the following expression:
Tarefa
- Perform multiplication of vector
w
and covariance matrixcovar
for computing risk. - Get overall optimization info for GMV portfolio.
- Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.
Tarefa
- Perform multiplication of vector
w
and covariance matrixcovar
for computing risk. - Get overall optimization info for GMV portfolio.
- Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.
Tudo estava claro?
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, which could be computed using the following expression:
Tarefa
- Perform multiplication of vector
w
and covariance matrixcovar
for computing risk. - Get overall optimization info for GMV portfolio.
- Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.
Tarefa
- Perform multiplication of vector
w
and covariance matrixcovar
for computing risk. - Get overall optimization info for GMV portfolio.
- Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.
Tudo estava claro?
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, which could be computed using the following expression:
Tarefa
- Perform multiplication of vector
w
and covariance matrixcovar
for computing risk. - Get overall optimization info for GMV portfolio.
- Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.
Tarefa
- Perform multiplication of vector
w
and covariance matrixcovar
for computing risk. - Get overall optimization info for GMV portfolio.
- Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.
Tudo estava claro?
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, which could be computed using the following expression:
Tarefa
- Perform multiplication of vector
w
and covariance matrixcovar
for computing risk. - Get overall optimization info for GMV portfolio.
- Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.