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)
Last modified 1yr ago