A course project for course "Introduction to Finance". Using Markowitz's theory.
Python3 >=3.6.0, <4.0.0
pyportfolioopt == 1.2.2
numpy==1.16.2
pandas==0.25.3
main.py should be the entrance.
init.py contains functions for reading CSV file, preprocessing, and the calculation for expected return and covariance matrix
Please use the files "C_Fund_Return_Final.csv" and "C_Fund_Summary_Final.csv" from this repository, I have changed some of its coding and format.