Current program allows to estimate the Sharp ratio for the given stocks by using the Markowitz algorithm

Setup

1. clone project

git clone https://github.com/mshavliuk/markowitz.git

2. Project relies on direnv files to automate python virtualenv creation, but you can use your main python executable environment and set env vars manually.

cd markowitz
direnv allow
direnv reload

3. Install dependencies

pip3 install -r requirements.txt

4. Run the script

python3 markowitz.py