I just created a portfolio optimizer using python! 🐍📈
The optimizer uses parameters such as Mean-Variance Optimization, Hierarchical Risk Parity (HRP), and Mean Conditional Value at Risk (mCVAR) to help achieve the best possible returns while minimizing risk. It was tested using an investment of $100k, and the optimizer gave out the recommended stocks to invest in, providing a comprehensive and efficient investment strategy.
The stocks given were from different parts of the market :
Healthcare: Moderna (MRNA), Pfizer (PFE), Johnson & Johnson (JNJ)
Tech: Google (GOOGL), Facebook (FB), Apple (AAPL)
Retail: Costco (COST), Walmart (WMT), Kroger Co (KR)
Finance: JPMorgan Chase & Co (JPM), Bank of America (BAC), HSBC Holding (HSBC)
I have also plotted the allocation of stocks given by the individual parameters.