Current program allows to estimate the Sharp ratio for the given stocks by using the Markowitz algorithm
- clone project
git clone https://github.com/mshavliuk/markowitz.git- Project relies on direnv files to automate python virtualenv creation, but you can use your main python executable environment and set env vars manually.
cd markowitz
direnv allow
direnv reload- Install dependencies
pip3 install -r requirements.txt- Run the script
python3 markowitz.py