Portfolio Optimization, Quantitative Finance, Python Programming, Convex Optimization, Data Science.
the columns I want to keep df = df[['Date'] + eq_funds + bd_funds] df MANULIFE_MPF_10Y_DATA.csv (You can send me an email to ask for the data if you want to do it yourself :D) To construct the return vector, containing the expected return of each fund, and the covariance matrix of the funds,