Portfolio Optimization, Quantitative Finance, Python Programming, Convex Optimization, Data Science.
cov_annualized @ w.T) ** 0.5) ret = np.array(ret) std = np.array(std) # the current 10 years Treasury rate as the risk free rate (rf) rf = 0.0339 sharpe = (ret - rf) / std print('Desriptive summary of the sharpe ratios of the randomly generated portfolios') print(pd.Series(sharpe).describe())