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📚About
In Portfolio (or mean-variance) theory, the efficient frontier is a set of points (or portfolios) in which no other point achieves higher return given a certain risk. It is a spectrum that is closely related to the Markowitz Portfolio Optimization problem. In this lecture, and in an attempt of achieving the optimal portfolio in two different ways, we show how to plot the efficient frontier on a scatter plot containing different portfolios. This lecture is outlined as follows:
⏲Outline⏲
00:00 Highlights
00:23 Introduction
01:41 Setting Jupyter Lab
02:11 Pandas Datareader
04:42 Reading Stocks
06:04 Dataframe Concatenation
07:25 Returns
08:15 Log Returns
09:18 Sharpe Ratio
11:49 Log Asset Returns
12:14 Volatility Per Portfolio
13:02 Return vs Volatility Scatter Plot
18:34 Sharpe Ratio Maximization (1st way)
19:28 Scatter Plot: Returns vs Volatility
22:01 Optimal Weights by Markowitz Portfolio Optimization (2nd way)
28:00 Efficient Markowitz Frontier
32:30 Important Message
33:36 Outro
Instructor: Dr. Ahmad Bazzi
🏗️Material
Browser: https://www.google.com/chrome/
Jupyter: https://jupyter.org/
Google: https://www.google.com/
Pandas: https://pandas.pydata.org/
DataReaders: https://pandas-datareader.readthedocs.io/en/latest/
MATPLOTLIB: https://matplotlib.org/
datetime: https://docs.python.org/3/library/datetime.html
SciPy: https://www.scipy.org/
NumPy: https://numpy.or/gj
📕 Related Lectures (Prerequisites)
Pandas Tutorial: https://youtu.be/FKgtR_LO5N4
NumPy Tutorial: https://youtu.be/kbBi1liIrFg
Python Tutorial: https://youtu.be/0qEDwSiWeac
MATPLOTLIB Tutorial: https://youtu.be/J3aBtcNGTeA
SciPy Tutorial: https://youtu.be/ARYCvrEW1fw
Stocks Programming: https://youtu.be/57qAxRV577c
Markowitz Portfolio Optimization: https://youtu.be/7kNwJYGghoE
📈 Related Stocks
NASDAQ: https://www.nasdaq.com/
CEVA: https://www.ceva-dsp.com/
GOOGLE: https://www.google.com/
Tesla: https://www.tesla.com/en_eu/models
Zomedica: https://zomedica.com/
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https://freesound.org/people/Setuniman/sounds/274787/
https://www.youtube.com/c/AhmadBazzi
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