Basically, we want to assign weight to history stock price, higher weight means good stock. So the question is: I need to maximize cost D
, where we define as,
D = w' * std / sqrt (w' * Sigma * w)
where
w
is portfolio weight
Hosting web on Amazon S3
Install LAMP stack on Ubuntu
##Repository Related to parsing string
So here we load useful library from python
import pandas as pd
import numpy as np
from datetime import datetime
You can use pd.read_csv
to read csv file. They have function to read SQL table or excel too.