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)

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 = "MINVAR"
)

empyrial(portfolio)