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How to create a covariance & correlation matrix on stock returns in Python?

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How to create a covariance & correlation matrix on stock returns in Python?

5,871 views November 15, 2019 2:46

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ChannelFinQuest

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How to create a covariance & correlation matrices on stock returns in Python?

In this video we learn the fundamentals of creating a covariance and correlation matrices on stock returns. This will help us in our quest to calculating portfolio expected return and portfolio variance, constructing an efficient frontier, building a portfolio optimizer and eventually finding an investors optimal portfolio.

Source code: github.com/roesenerm/MPT

About this tutorial

FinQuest published this 2:46 video tutorial on November 15, 2019. It has been watched 5,871 times on YouTube.

Channel
FinQuest
Duration
2:46
Published
November 15, 2019
Views
5,871
Likes
52

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