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.
Lösning
Tack för dina kommentarer!
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Completion rate improved to 6.25Challenge: Computing GMV Portfolio
Svep för att visa menyn
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.
Lösning
Byt till skrivbordet för praktisk övningFortsätt där du är med ett av alternativen nedanTack för dina kommentarer!
Awesome!
Completion rate improved to 6.25single
