Last active
October 3, 2017 17:33
-
-
Save PyDataBlog/1932fe9b7a71d3c891ee4e69e7d05cb8 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
# expected return of the equally weighted portfolio | |
weights = np.array([0.5, 0.5]) | |
individual_returns = np.array([rate_1, rate_2]) | |
portfolio_returns = np.dot(weights, individual_returns) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment