The efficient frontier is the set of optimal portfolios that offer the highest expected return for a defined level of risk or the lowest risk for a given level of expected return. (Source: Investopedia)
from empyrial import empyrial, Engine
portfolio = Engine(
start_date ="2018-01-01",
benchmark =["SPY"],#SPY is set by default
portfolio =["BABA","PDD","KO","AMD","^IXIC"],
optimizer ="EF"
)
empyrial(portfolio)
When using this optimizer, the weights may be not well-diversified, you can fix that by reading the "Diversification" section :