/Backtesting-of-MVO-portfolio

This backtesting used Thailand's stocks as sample and visualized the profit/loss of the MVO portfolio in the period between 2009 and 2019

Primary LanguagePythonMIT LicenseMIT

Backtesting-of-MVO-portfolio

This backtesting used stocks = ['PTT', 'CPALL', 'SCC', 'BDMS', 'AOT'] as samples and visualized the profit/loss of the MVO portfolio in the period between 2009 and 2019

Rebalance result