OPTIMISE A PORTFOLIO USING THE EfficientFrontier CLASS OF THE pypfopt PYTHON MODULE

The real time prices of the portfolio are retrieved from Yahoo.

Environment packages: Package Version

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certifi 2020.6.20
chardet 3.0.4
cvxpy 1.0.31
cycler 0.10.0
dill 0.3.2
ecos 2.0.7.post1 future 0.18.2
idna 2.10
kiwisolver 1.2.0
lxml 4.5.2
matplotlib 3.3.0
multiprocess 0.70.10
numpy 1.19.1
osqp 0.6.1
pandas 1.1.0
pandas-datareader 0.9.0
Pillow 7.2.0
pip 19.0.3
pyparsing 2.4.7
pyportfolioopt 1.2.4
python-dateutil 2.8.1
pytz 2020.1
requests 2.24.0
scipy 1.5.2
scs 2.1.2
setuptools 40.8.0
six 1.15.0
urllib3 1.25.10

The project and the README.md file will be upadted with more information on the current and further optimisation techniques.