orlandocloss/Asset-returns-analysis-and-markowitz

5 asset simple analysis

asset-simple-analysis.py

Plots time series, makes a mean and volatility table, and plots empirical density vs normal distribution for 5 different stocks (daily and weekly).

Markowitz min variance, efficient frontier and tangent portfolio (optimisation function)

markowitz-optimization-function.py

Code to calculate markowitz minimum variance, efficient frontier and tangent portfolio using scipy optimisation function

Markowitz min variance, efficient frontier and tangent portfolio (theoretical formula)

markowitz-theoretical-formula.py

Code to calculate markowitz minimum variance, efficient frontier and tangent portfolio using theoretical formula

To use

In order to use the scripts download the csv files from historical data yahoo finance.