Comment on page

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)