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Zmey56/cryptocurrencyportfolio_6

Created May 11, 2022 20:59
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cryptocurrencyportfolio_6
rf = 0.02
min_vol_port = portfolios_V1.iloc[portfolios_V1['Volatility'].idxmin()]
optimal_risky_port = portfolios_V1.iloc[((portfolios_V1['Returns']-rf)/portfolios_V1['Volatility']).idxmax()]
max_ret_port = portfolios_V1.iloc[portfolios_V1['Returns'].idxmax()]
weights_min_vol = np.array(min_vol_port[2:])
#weights in a portfolio with max Sharpe Ratio
weights_opt_sr = np.array(optimal_risky_port[2:])
#weights in a portfolio with max Returns
weights_max_ret = np.array(max_ret_port[2:])
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