Portfolio Optimization, Quantitative Finance, Python Programming, Convex Optimization, Data Science.
problem (expecting the annualized return to be at least 0.09) # set your own parameter: e.g. my expected min return is 0.09% per year r_min_annualized = 0.09 # create cvxpy variable to minimize w = cp.Variable(num_funds) r_min = r_min_annualized / 252 # construct the objective function and