Portfolio Optimization, Quantitative Finance, Python Programming, Convex Optimization, Data Science.
difference plt.plot(date, opt_cumprod, label='opt') plt.plot(date, equal_cumprod, label='eql') plt.plot(date, agg_cumprod, label='agg') plt.yscale('log') plt.ylabel('Cummulative Wealth', fontsize=14) plt.xlabel('Date', fontsize=14) plt.legend() The performances of these three portfolios in the past