Stock Market Analysis & Markowitz Efficient Frontier on Python | Python # 11

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📚About
In Portfolio (or mean-variance) theory, the efficient frontier is a set of points (or portfolios) in which no other point achieves higher return given a certain risk. It is a spectrum that is closely related to the Markowitz Portfolio Optimization problem. In this lecture, and in an attempt of achieving the optimal portfolio in two different ways, we show how to plot the efficient frontier on a scatter plot containing different portfolios. This lecture is outlined as follows:


⏲Outline⏲
00:00 Highlights
00:23 Introduction
01:41 Setting Jupyter Lab
02:11 Pandas Datareader
04:42 Reading Stocks
06:04 Dataframe Concatenation
07:25 Returns
08:15 Log Returns
09:18 Sharpe Ratio
11:49 Log Asset Returns
12:14 Volatility Per Portfolio
13:02 Return vs Volatility Scatter Plot
18:34 Sharpe Ratio Maximization (1st way)
19:28 Scatter Plot: Returns vs Volatility
22:01 Optimal Weights by Markowitz Portfolio Optimization (2nd way)
28:00 Efficient Markowitz Frontier
32:30 Important Message
33:36 Outro

Instructor: Dr. Ahmad Bazzi
🏗️Material
Browser: https://www.google.com/chrome/
Jupyter: https://jupyter.org/
Google: https://www.google.com/
Pandas: https://pandas.pydata.org/
DataReaders: https://pandas-datareader.readthedocs...
MATPLOTLIB: https://matplotlib.org/
datetime: https://docs.python.org/3/library/dat...
SciPy: https://www.scipy.org/
NumPy: https://numpy.or/gj

📕 Related Lectures (Prerequisites)
Pandas Tutorial:    • Pandas Python Programming in one video | P...  
NumPy Tutorial:    • NumPy Linear Algebra | Python # 3  
Python Tutorial:    • Python Programming in one video | Python # 1  
MATPLOTLIB Tutorial:    • MATPLOTLIB in one video | Python # 10  
SciPy Tutorial:    • SciPy Programming | Python # 8  
Stocks Programming:    • Stock Market Analysis with Pandas Python P...  
Markowitz Portfolio Optimization:    • Stock Market Analysis & Markowitz Portfoli...  


📈 Related Stocks
NASDAQ: https://www.nasdaq.com/
CEVA: https://www.ceva-dsp.com/
GOOGLE: https://www.google.com/
Tesla: https://www.tesla.com/en_eu/models
Zomedica: https://zomedica.com/

🎵 Thanks freesound.org and Setuniman and all the users in this list for the following sounds I have used;
https://freesound.org/people/Setunima...


   / ahmadbazzi  



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