Skip to content

Latest commit

 

History

History
11 lines (6 loc) · 757 Bytes

File metadata and controls

11 lines (6 loc) · 757 Bytes

Portfolio-Optimization-Using-Markowitz-Model

Implemented the Porfolio optimization using Markowitz Model on VOO(NYSE) and BLV(NYSE) initally in Google Sheets and later extending the concept for several assets in Python.

Google Sheets implementation of the above model for two assets can be found here: Click Here

Python implementation of the above model for several assets can be found here: Click Here

The image below shows the Mean Return(Reward) vs Standard Deviation(Risk) plot with Efficient Frontier:

Mean vs Standard Deviation plot with Efficient Frontier