Modern Portfolio Theory-Portfolio Management in Python

from Harbourfront Technologies · host Harbourfront Technologies

Harry M. Markowitz is the founder of Modern Portfolio Theory (MPT) which originated from his 1952 essay on portfolio selection. In this post, we are going to provide a concrete example of implementing MPT in Python. Our portfolio consists of 3 Exchange Traded Funds (ETF): SPY, TLT, and GLD which track the S&P500, long-term Treasury bond, and gold respectively. http://tech.harbourfronts.com/trading/modern-portfolio-theory-portfolio-management-python/

Episode metadata supplied by the publisher feed · Published Dec 5, 2020

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Modern Portfolio Theory-Portfolio Management in Python

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