Investment Portfolio Optimization

Check out our code here!

Varun Rao

Immediately following the first stock market project, the group continued learning about the world of quantitative finance as it relates to Python, which steered us in the direction of portfolio investments. Our goal was to maximize returns on an initial investment for a group of stocks of our choosing. Using various code and a key Python package called Discrete Allocation, we were able to determine the best allocation of funds between company shares to return the highest returns over a historical time period.

Want to check out our code? The link to the workbook is at the top of the post!