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This is a simulation of the efficient frontier using brazilian stocks

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Efficient Frontier for Brazilian Stocks

This is a program to analyse all Brazilian stocks using the efficient frontier method

What is Efficient Frontier?

In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio that occupies the efficient parts of the risk-return spectrum. Formally, it is the set of portfolios that satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return (i.e., the risk). The efficient frontier was first formulated by Harry Markowitz in 1952; see Markowitz model.

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Install my project with jupyter

pip3 install requirements.txt
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This is a simulation of the efficient frontier using brazilian stocks

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