from empyrial import empyrial, Engine
start_date= "2020-06-09",
benchmark = ["SPY"], #SPY is set by default
portfolio= ["BABA", "AAPL", "KO", "^DJI","^IXIC"],
optimizer = "MEANVAR", # defines Mean-Variance as the optimizer
max_vol = 0.25, #maximize the return for this level of volatility (25%)