Solves the problem of finding the best way to allocate funds among different assets in a investment portfolio. This optimal allocation of funds will give us the lowest risk for a given desired percentage return of the portfolio desired by the investor. While any given desired return will have a set of practically infinite allocation combinations…
Ruby
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README
minimum_variance_portfolio.rb

README

Solves the problem of finding the best way to allocate funds among different assets in a investment portfolio. This optimal allocation of funds will give us the 
lowest risk for a given desired percentage return of the portfolio desired by the investor. While any given desired return will have a set of practically infinite 
allocation combinations. This ruby code will give the combination with the lowest possible risk.