Portfolio Optimization, Quantitative Finance, Python Programming, Convex Optimization, Data Science.
print('Best performance among the randomized weights\n') print(f' Sharpe Ratio: {np.max(sharpe):.4f}') print(f' Annualized Expected Return (%): {ret[np.argmax(sharpe)]:.4f}') print(f' Annualized Risk (%): {std[np.argmax(sharpe)]:.4f}') plt.figure() plt.scatter(std, ret) plt.ylabel('Expected Return