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Python implementation of Markowitz Optimization to generate Efficient Frontier, Max Sharpe Ratio Portofolio and Min Variance Portfolio.

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PortfolioGenerator

Python implementation of Markowitz Optimization to generate Efficient Frontier, Max Sharpe Ratio Portfolio and Min Variance Portfolio.

The symbols input file is as simple as creating a text file and listing each desired stock's symbol to a new row.

Sample file: https://drive.google.com/open?id=0Bz-IKmV_piU0bS1VbWZKU1R0UUE

Check out the PortfolioExample.py for additional setup instructions.

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Python implementation of Markowitz Optimization to generate Efficient Frontier, Max Sharpe Ratio Portofolio and Min Variance Portfolio.

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