Minimum-Variance

 A Minimum Variance portfolio is a collection of securities that combine to minimize the price volatility of the overall portfolio. (Source: the balance)
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from empyrial import empyrial, Engine
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​
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portfolio = Engine(
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      start_date = "2018-01-01",
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      benchmark = ["SPY"], #SPY is set by default
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      portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"],
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      optimizer = "MINVAR"
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)
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​
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empyrial(portfolio)
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