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Testing2 #7

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merged 10 commits into from
Mar 29, 2024
Merged

Testing2 #7

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de8e304
Add new feature
SHUBHAM2548 Jan 5, 2021
2b1730c
Refactor code
SHUBHAM2548 Feb 5, 2021
3e2d3e4
Adding comments
SHUBHAM2548 Mar 5, 2021
b11b55c
Fix broken links
SHUBHAM2548 Apr 5, 2021
1a63e15
Fix bugs
SHUBHAM2548 May 5, 2021
4a49ab8
Adding comments
SHUBHAM2548 Jun 5, 2021
9493c96
Add unit test
SHUBHAM2548 Jul 5, 2021
7fea662
Improve performance
SHUBHAM2548 Aug 5, 2021
46054fd
Add missing statement
SHUBHAM2548 Sep 5, 2021
d810257
fixing errors
SHUBHAM2548 Oct 5, 2021
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2 changes: 1 addition & 1 deletion build/lib/finmodels/portfolio_optimization.py
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Expand Up @@ -22,7 +22,7 @@ def optimize_portfolio(expected_returns, covariance_matrix):
# Define the objective function (maximize return, minimize risk)
objective = cp.Maximize(expected_return - 0.5 * risk)

# Define the constraints (weights sum to 1, individual weights are non-negative)

constraints = [cp.sum(weights) == 1, weights >= 0]

# Formulate and solve the problem
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