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)
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