Riskfolio Quickstart Guide - Free course in python
In this video we'll cover everything you need to know to get up and running with the riskfolio library in python. It provides a bunch of built-in optimization methodologies and makes it very easy to calculate the efficient frontier and optimize for maximum sharpe ratio, maximum return or minimum risk.
⭐ Code:
https://github.com/ChadThackray/riskf...
00:00 - introduction
01:19 - Calculating optimum portfolio
14:00 - Plotting efficient frontier
21:15 - Reporting tear sheet
24:06 - Trying different risk methodologies
29:26 - Adding constraints on return / drawdowns
33:53 - Constraints on asset class / asset type
45:04 - End