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Efficient Frontier & Portfolio Optimization with Python [Part 2/2]

William F. Sharpe. Image Credit: Sensible Investor

In the first part of this series, we looked at the underpinnings of Modern Portfolio Theory and generated an Efficient Frontier with the help of Monte Carlo Simulation. This post concludes the series by looking at the concept of portfolio optimization.

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A data analytic blog from a newbie for newbies. Check out the associated GitHub page for all the source codes: https://github.com/PyDataBlog/Python-for-Data-Science

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