From a58b0851e77f1cf688862b77e2068a5b8446ca33 Mon Sep 17 00:00:00 2001 From: Apurv Date: Tue, 28 Jul 2020 20:02:02 +0300 Subject: [PATCH] Removed the default how change --- Portfolio Optimizing Scripts/sharpe_portfolio_optimizer.py | 2 -- 1 file changed, 2 deletions(-) diff --git a/Portfolio Optimizing Scripts/sharpe_portfolio_optimizer.py b/Portfolio Optimizing Scripts/sharpe_portfolio_optimizer.py index 94fcffe..2367843 100644 --- a/Portfolio Optimizing Scripts/sharpe_portfolio_optimizer.py +++ b/Portfolio Optimizing Scripts/sharpe_portfolio_optimizer.py @@ -87,8 +87,6 @@ def optimizePortEfficient(port, weights, start, plot = False, short = False, pri print(cleaned_weights) ef.portfolio_performance(verbose = True) getDiscrete(df, weights) - - how = "Vol" if how == "Vol": # Minimized on Volatility efi = EfficientFrontier(mu, S, weight_bounds=(-1,1))