Portfolio optimization for maximizing Sharpe Ratio using R Studio (CRAN)

[@rashidameer]

Your tutorial on portfolio optimization has helped me to do optimization in simple and easy steps (despite some issues with efficient portfolio derivation). Best wishes.

[@ohkenkun]

I think there is a mistake: you need to run a backtesting of your optimized portfolio in a return sample outside of the range used in the optimization. For example. if you used returns from 2019-01 up to 2020-12, you have to backtest in a period 2021-01 onwards.

[@geniusben4503]

you can't explain alot about the code as you are copying it from somewhere also

[@nayanan05]

Kindly share codes in description and excel sheets for practice

[@Ardra143]

Cannot access NSE it seems :/

[@sulagnapal9693]

Give data set