portfolio-optimization

Clone the project using the command line

git clone https://github.com/KristinaRay/portfolio-optimization.git

cd portfolio-optimization

Dependencies

Install dependencies by running

pip install -r requirements.txt

Usage

Download historical stock prices S&P500 companies

python scrape.py --tickers_num 10 --start_date '2017-01-01'

Run portfolio.py to get insights on optimal investment portfolio

python portfolio.py

Output

Asset allocation is saved in csv file ./result.csv