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  3. Introduction to Portfolio Analysis in Python

Exercise

Comparing max Sharpe to min vol

In this exercise let's have a closer look at the weights and performance of the Maximum Sharpe and minimum volatility portfolios, and compare them. This exercise will help you understand the characteristics of these two different portfolios. Available are cleaned_weights_minvol, cleaned_weights_maxsharpe, perf_min_volatility, and perf_max_sharpe.

Instructions 1/2

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  • Print and inspect the items cleaned_weights_minvol, cleaned_weights_maxsharpe, perf_min_volatility, and perf_max_sharpe.