Modern Portfolio Theory in Python

Feb 22, 2017 |

This is my second post in the series of Python tools for Finance. In this post, we will explore python scripts to investigate Modern Portfolio Theory (MPT), a very popular framework for constructing an optimal portfolio of investment assets. Before we proceed, I want to point the reader to the following two articles on MPT, […more]

Suite of python scripts for individual investors

Dec 27, 2016 |

In this post I am going to digress into my other hobby, investing, and delve into series of python scripts that I have put together over last year or so. The primary motivation for putting these scripts together was to address the following two specific questions. How to easily re-balance my retirement portfolio? How to […more]