Diversify!

Diversify! uses a quadratic programming variant of Markowitz's critical line algorithm to help users decide how much capital to invest into each stock within their portfolio of any size. Divserify! uses Quandl's WIKI dataset to obtain five years worth of end-of-day share prices for each stock the user specifies (provided that the stock exists in Quandl's database). Then, it implements an optimization algorithm to minimize trading risk without sacrificing unnecessary returns. Finally, it outputs the optimal proportions of equity allocation to each stock, compares a historical annual rate of return value for the optimized portfolio with the annual rate of return of an equally distributed portfolio, and produces the Efficient Frontier Curve for the portfolio.

Built With

• cvxopt
• python
• quandl