Loading...

Messages

Proposals

Stuck in your homework and missing deadline? Get urgent help in $10/Page with 24 hours deadline

Get Urgent Writing Help In Your Essays, Assignments, Homeworks, Dissertation, Thesis Or Coursework & Achieve A+ Grades.

Privacy Guaranteed - 100% Plagiarism Free Writing - Free Turnitin Report - Professional And Experienced Writers - 24/7 Online Support

Pyportfolioopt github

06/01/2021 Client: saad24vbs Deadline: 2 Day

FIN 683 / Fall 2018 Python Extra Credit Assignment 1


Extra credit: Up to 6 points will be added to your exam score.


Using the PyPortfolioOpt library, Jupyter notebook, and the data set given in the Canvas instructions to this assignment, perform the set of tasks below. Submit a pdf file of your code and your outputs to Canvas.


You may find the pandas documention useful (https://pandas.pydata.org/pandas-docs/ version/0.23.4/api.html#api-dataframe-stats. The PyPortfolioOpt library is avail- able at https://pypi.org/project/PyPortfolioOpt/. The GitHub page for this library is https://github.com/robertmartin8/PyPortfolioOpt.


1. Read the data from the .csv file into a dataframe.


2. Assign the mean monthly returns multiplied by 12 to a new variable, called mu.


3. Assign the monthly covariance matrix of returns multiplied by 12 to a new variable called S.


4. Contrain the sum of the portfolio weights to be one and each weight to be −1.0 ≤ wi ≤ 1.0.


5. You will work with three sets of assets as your investment opportunities.


Case 1: The investable assets are the 4 ETFs below. [Note that you must set the riskless rate to zero when using the functions in this library.]


i. (SPYG) S&P 500 Growth


ii. (SPYV) S&P 500 Value


iii. (SLYG) S&P 600 Growth


iv. (SLYV) S&P 600 Value


Case 2: The investable assets are the 9 S&P sector ETFs given in the data file.


• XLB, XLV, XLP, XLY, XLF, XLI, XLE, XLK, XLU


Case 3: The investable assets are the 9 S&P sector ETFs given in the data file plus a riskless rate of 4%.


• XLB, XLV, XLP, XLY, XLF, XLI, XLE, XLK, XLU, and rf


6. For each case, identify the mean and standard deviation of return for the optimal port- folio that achieves an expected return of 6%. Print the weights in each case’s optimal portfolio.


7. For each case, identify the mean and standard deviation of return for the optimal port- folio that achieves an expected return of 10.5%. Print the weights in each case’s optimal portfolio.


8. For each case, use the plot frontier function to produce plots that include:


https://pandas.pydata.org/pandas-docs/version/0.23.4/api.html#api-dataframe-stats

https://pandas.pydata.org/pandas-docs/version/0.23.4/api.html#api-dataframe-stats

https://pypi.org/project/PyPortfolioOpt/

https://github.com/robertmartin8/PyPortfolioOpt

FIN 683 / Fall 2018 Python Extra Credit Assignment 2


• the frontier of the risky opportunity set • 100 random portfolios of the risky basis assets • the basis assets used in each case • for case 3, the tangency line from rf to the risky opportunity set


Note that the text file “Template-plotting-functions.txt” provides a template of code to achieve these outcomes.


9. Adjust your plot for case 1 to remove the dot marking the “Tangency Portfolio”. You may find this page of the matplotlib documentation useful: https://matplotlib.org/ api/_as_gen/matplotlib.axes.Axes.plot.html.


10. Adjust the previous plot so that the random portfolios are plotted with magenta circles instead of blue crosses.


https://matplotlib.org/api/_as_gen/matplotlib.axes.Axes.plot.html

https://matplotlib.org/api/_as_gen/matplotlib.axes.Axes.plot.html

Homework is Completed By:

Writer Writer Name Amount Client Comments & Rating
Instant Homework Helper

ONLINE

Instant Homework Helper

$36

She helped me in last minute in a very reasonable price. She is a lifesaver, I got A+ grade in my homework, I will surely hire her again for my next assignments, Thumbs Up!

Order & Get This Solution Within 3 Hours in $25/Page

Custom Original Solution And Get A+ Grades

  • 100% Plagiarism Free
  • Proper APA/MLA/Harvard Referencing
  • Delivery in 3 Hours After Placing Order
  • Free Turnitin Report
  • Unlimited Revisions
  • Privacy Guaranteed

Order & Get This Solution Within 6 Hours in $20/Page

Custom Original Solution And Get A+ Grades

  • 100% Plagiarism Free
  • Proper APA/MLA/Harvard Referencing
  • Delivery in 6 Hours After Placing Order
  • Free Turnitin Report
  • Unlimited Revisions
  • Privacy Guaranteed

Order & Get This Solution Within 12 Hours in $15/Page

Custom Original Solution And Get A+ Grades

  • 100% Plagiarism Free
  • Proper APA/MLA/Harvard Referencing
  • Delivery in 12 Hours After Placing Order
  • Free Turnitin Report
  • Unlimited Revisions
  • Privacy Guaranteed

6 writers have sent their proposals to do this homework:

Top Essay Tutor
Helping Hand
University Coursework Help
Writer Writer Name Offer Chat
Top Essay Tutor

ONLINE

Top Essay Tutor

I have more than 12 years of experience in managing online classes, exams, and quizzes on different websites like; Connect, McGraw-Hill, and Blackboard. I always provide a guarantee to my clients for their grades.

$65 Chat With Writer
Helping Hand

ONLINE

Helping Hand

I am an Academic writer with 10 years of experience. As an Academic writer, my aim is to generate unique content without Plagiarism as per the client’s requirements.

$60 Chat With Writer
University Coursework Help

ONLINE

University Coursework Help

Hi dear, I am ready to do your homework in a reasonable price.

$62 Chat With Writer

Let our expert academic writers to help you in achieving a+ grades in your homework, assignment, quiz or exam.

Similar Homework Questions

632wk4d1 - I need a turnitin report done on this to see if it has been plagarised. - Cba streamline account interest rate - Linfox history - Business Ethics? - Systoms associated with anaphylatic shock - I wandered lonely as a cloud analysis - Psychopathology history diagnosis and empirical foundations pdf - Fun facts about the department of transportation - Australian aboriginal initiation rite crossword clue - 3 2 loans financial algebra answers - Montreaux chocolate usa case study solution - When is footpath trading allowed - Toolstation hose tap connector - Presented below is an aging schedule for halleran company - Importance of ritz carlton wow stories - Acct - Standard assignment 5 renaissance period - Southern giant curled mustard greens - Human resources managment legal ethical. deliverable 04 - Kj hr to kg hr - An imminent invasion reading plus - Reflection - Tesla motors internal analysis - Jet blue airlines case study - ZAPS LAB ASSIGNMENT - Fundamental statistics for the behavioral sciences edition - Kris jamsa cloud computing pdf - Chapter 10 business in a global economy answer key - The critical legal studies school of jurisprudence believes that - Beneath her shirt a book was eating her up - The crown v clarke case summary - Can there be a food chain without herbivores and carnivores - Cloud Computing - Square root of 0.11 - Writing - Iowa methodist transplant center - A sickeningly sweet baby boy case study answers - Junot diaz how to date a browngirl analysis - Schedules of reinforcement quiz - Media literacy 9th edition potter pdf free - Crush seal o ring - Levinson's theory of life structure - Paper certificate of title victoria - Vocabulary - Constructivist Classroom Scenario Essay - Tree risk assessment pdf - Paper/PowerPoint Presentation - South east galvanisers witham - Blue skin family in kentucky - A light balloon filled with helium of density - Wk 5 - Apply: Policies Review [due Mon] - Hartford research issues bonds dated january - Jetblue balanced scorecard - Capella star hr diagram - Marketing plan for coconut water - Which of the following typifies decision making in bands? - Theories of punishment - Conflicts in night by elie wiesel - Sensory System Assignment - Balanced equation for the decomposition of hydrogen peroxide - Coding the wbs for the information system - Unit 7 business decision making - Introduction letter to neighbors - CMGT/445: Signature Assignment: Case Study: Appliance Warehouse Services – Application Maintenance - Profile assignment sample - Znajdź Najlepsze Dzwonki MP3 Tutaj! - At&t global network client ibm - Angular velocity examples and solutions - Ucsb computer science courses - Accounting chapter 14 on your own - Relate course work to the current job responsibilities - Business plan for room for dessert - Delimitation of the study example - Ethics in policing administration - Bmw currency hedging 2007 case solution - Social media in business communication ppt - Essay - Music and Dance - Australian jazz fusion band from the 70s - Airline seats reservation java program - Kilkelly ireland peter jones - Following jesus the servant king - College algebra - Shop front design guide - Computational errors in financial calculations - A very safe investment that attracts conservative investors - List four reasons for using standard costs - Business plan template australia - Satisfying customer needs and wants definition - Legal studies unit 4 aos 1 sac - Dulux weathershield low sheen 1 litre - What are the measures of position - Change control and version control in software engineering - Berton braley the will to win - Multiplying and dividing scientific notation worksheet doc - Sunflower nutraceuticals simulation answers - Things i'm grateful for - The many identical residents of whoville - 2 Pages Reflection paper