Statistics, Portfolio Management, Stock Market, Modern Portfolio Theory, Standard Deviation.
np.random.normal(loc=0.10, scale=0.5, size=10000) stock_2 = np.random.normal(loc=0.10, scale=0.5, size=10000) Here we have two assets, we monitor their return over 10,000 years. For the sake of argument, let’s pretend that caveman had stock exchange. The return for both assets have Expected Value