Efficient portfolio frontier in Python

[@NEDLeducation]

You can find the .ipynb for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@vladk9152]

The join method just saved me a few lines of code on my own projects. Awesome overall video as always, Savva! Keep it up! 🚀

[@pythonbobby]

what's the diff of just passing the list ?

[@mariooo97]

Great content as always

[@AS-hs4xk]

Thanks for an amazing video

[@bergouguimahmoud4479]

excellent video sir, I hope you do this with a non-zero risk-free return, we will really appreciate it

[@kessler88]

Love it

[@Bosco121]

Hi. Thank you very much for the video, it's the best I've found so far. I was wondering if you had a video that incorporated no short selling, and if so could you link it here? Orr advice on how to add that restraint to the above code. Thanks again and all the best.

[@anastasiashvedova4372]

Thank you so much for so cool content, one video was more insightful than the whole course at the school! Can you give some hint why does performance differ that much if I change start and end date to more recent?

[@pythonbobby]

Man, I'd love to do a vid on my portfolio with this method. @NEDL, Mind if I use it? I'll definately give you a shout out! Also do you have some backtesting data for performance?

[@NEDLeducation]

Hi, and thanks for the feedback! Sure, feel free to use it and I would appreciate the mention! In terms of backtesting, the world is your oyster really, you can download stock data as far back as 1962 from YahooFinance :)

[@AdityaGupta-xg7ez]

@NEDL please can you make risk free rate version of this video with sharpe ratio , CML as well

[@AdityaGupta-xg7ez]

could you please provide what alteration should come if we include risk free rate ?? please reply

[@NEDLeducation]

Hi Aditya, and thanks for the excellent suggestion! Yes, I am indeed planning to record a generalised video on EPF with various constraints and on the CML with the risk-free rate under these circumstances in the future. Stay tuned!

[@AdityaGupta-xg7ez]

@@NEDLeducation I cant wait , I also request if you can do a comparison of CAL CML SML on this python merton matrix model implementation and their matrix functions

[@hakankosebas2085]

why don't you calculate extra holiday except weekend to your 252 number?????????

[@onurkoc6869]

I think, you love math like me. But some guys doesn't much, You can simplify your solutions for these guys.

[@joshlos9214]

Very good video! Do you have any advice on how to include a risk free rate for the tangency portfolio?

[@AdityaGupta-xg7ez]

i need that version as well when will he make a video on it ?