Portfolio optimization: from the highest Sharpe Ratio to minimum volatility
Learn portfolio optimisation, calculate expected returns and plot a correlation heatmap
In this article, you will learn about the following:
How to calculate log returns and plot a correlation heatmap.
How to create a portfolio with equal weights and calculate statistics such as Expected Return, Volatility, and Sharpe ratio.
How to run portfolio optimisation to find a portfolio with the highest Sharpe ratio and minimum volatility.
How to calcu…