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)
1
from empyrial import empyrial, Engine
2
​
3
portfolio = Engine(
4
start_date = "2018-01-01",
5
benchmark = ["SPY"], #SPY is set by default
6
portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"],
7
optimizer = "MINVAR"
8
)
9
​
10
empyrial(portfolio)
Copied!
Last modified 2mo ago
Copy link