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Commit 45fa313

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author
Jesse Osiecki
authored
Update Efficient Frontier with Sharpe Ratio.py
Map Symbol+Weight portfolio keys to the correct array of stock weights. `selected` does not have the same order as that used in the pandas dataframe https://medium.com/@troy.engelhardt/hey-just-letting-you-know-that-your-final-data-frame-labelled-df-is-in-fact-mislabelled-6861298efcda#--responses
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‎Tutorials/Efficient Frontier with Sharpe Ratio.py

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@@ -55,7 +55,7 @@
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'Sharpe Ratio': sharpe_ratio}
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# extend original dictionary to accomodate each ticker and weight in the portfolio
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for counter,symbol in enumerate(selected):
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for counter,symbol in enumerate(cov_annual.columns):
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portfolio[symbol+' Weight'] = [Weight[counter] for Weight in stock_weights]
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# make a nice dataframe of the extended dictionary
@@ -74,4 +74,4 @@
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plt.xlabel('Volatility (Std. Deviation)')
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plt.ylabel('Expected Returns')
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plt.title('Efficient Frontier')
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plt.show()
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plt.show()

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