Pca, 特徵篩選, 歷史回測, 投資組合.
return eigen_port_returns,ar,vol,sharpe 報酬走勢視覺化 def Weight_plot(i): top_port = weight_port.iloc[[i]].T port_name = top_port.columns.values.tolist() top_port.sort_values(by=port_name,ascending=False,inplace=True) ax = top_port.plot(title = port_name[0],xticks=range(0,len(coids),1), figsize=(15,6),