Created
November 3, 2021 20:49
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# List of stocks | |
stock_list = ['FB.O', 'AAPL.O', 'AMZN.O', 'NFLX.O', 'GOOGL.O'] | |
# Start Date | |
start_date = datetime.datetime(2019,6,10) | |
# End Date | |
end_date = datetime.datetime(2021,10,20) | |
# Set number of equities to the number of stocks | |
num_assets = len(stock_list) | |
# Set the risk factor | |
risk_factor = 0.7 | |
# Set budget | |
budget = 2 | |
# Scaling of budget penalty term will be dependant on the number of assets | |
penalty = num_assets |
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