asset-allocation

Markowiz's Modern Portfolio Theory is implemented and compared with its extension of the Black-Litterman model in a simple 2-asset allocation model.

Output:

The graph below shows the allocations towards Tesla and Coca-cola stocks for the Minimum Volatility optimization and for the Black-Litterman one with favorable investor views regarding returns on Tesla:

Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
Markowitz__vs_BL.ipynb		Markowitz__vs_BL.ipynb
README.md		README.md
markowitz__vs_bl.py		markowitz__vs_bl.py