README.md

Modern Portfolio Theory

A really simple flask application about the Modern Portfolio Theory

Why I did this

This is just a simple project I made to redo a little bit of Python and also apply it to some investment management concepts.

How I made this

The first thing I did was look up at the Modern Portfolio Theory. Then found some interesting blogs posts of people that already applied this theory:

• https://medium.com/python-data/effient-frontier-in-python-34b0c3043314
• https://medium.com/python-data/efficient-frontier-portfolio-optimization-with-python-part-2-2-2fe23413ad94
• https://medium.com/python-data/assessing-risks-and-return-with-probabilities-of-events-with-python-c564d9be4db4
• http://www.bradfordlynch.com/blog/2015/12/04/InvestmentPortfolioOptimization.html
• https://towardsdatascience.com/efficient-frontier-portfolio-optimisation-in-python-e7844051e7f

After that I made a jupyter notebook applying the concept of the MPT. And finally I ported it as a flask app and deployed it on https://wwww.pythonanywhere.com.

The Demo

Here is the demo : https://nbonfils.pythonanywhere.com