Portfolio-Selection

Small simplified example of Markowitz Efficient frontier applied to cryptocurrencies.

Usage

Add cryptocurrency tickers , number of simulations and Risk Free rate in #input section

#inputs example
TICKERS=['BTC','ETH','LTC']
NUMBER_OF_SIMULATIONS = 10000
RISK_FREE_RATE=0

Name		Name	Last commit message	Last commit date
Latest commit History 13 Commits
Prices		Prices
.gitignore		.gitignore
README.md		README.md
backtest.py		backtest.py
main.py		main.py
util.py		util.py