Portfolio Analysis - Identifying the Markowitz Frontier
This code provides the ability to import analyze your portfolio and analyze return, and if you are allocating your funds effectively to obtain highest return for the lowest risk (i.e. highest sharpe ratio aka Markowitz Frontier)
There are multiple steps to this notebook. They include:
A) Importing Libraries
B) Getting Stock Data
C) Visualizing the Opening Stock Price, Volume, and Dollar Volume
D) Validating datasets for each stock imported (incl. 50 and 90 moving average for each stock)
E) Scatter plot: relationship between stock prices
F) Calculating percentage change in stocks (daily)
G) Visualizing distribution of each stocks return
H) Scatter plot: relationship between returns of stocks \
I) Cumulative daily return
J) Portfoio Optimization
i) current portfolio weights
ii) monte carlo simulation
iii) scipy minimize package to identifying optimal weights\