Question: The function requires the quantstats package, which is not installed on Google Colab. Install the quantstats package before creating the function.The function name is MONTHLY
The function requires the quantstats package, which is not installed on Google Colab.
Install the quantstats package before creating the function.The function name is MONTHLYRETURN and it includes the following arguments:
SYMBOLS : The symbols of the selected securities on Yahoo Finance,
FROM : The beginning date of the historic data inclusive
TO : The end date of the historic data exclusive
Download the module and upload it into Google Colab.
Notice that if you download multiple copies of the module in the same folder, your operating system will rename the copies of the module as bull bull etc.
Import the module, and then apply the MONTHLYRETURN function and download the monthly returns on the following securities:
Chipotle Mexican Grill, Inc. CMG
Tesla Inc. TSLA
Cheesecake Factory Inc. CAKE
Spotify Technology SASPOT
Set the beginning date of the data to Jan inclusive and the end date to Feb exclusive
Then use the RiskfolioLib library and compute the optimum portfolio that maximizes the Sharpe Ratio such that no asset weight will exceed
Use standard deviation of monthly returns as the measure of risk.
Assume that the monthly riskfree rate is
Allow shortselling in the optimum portfolio, and set the maximum sum of the positive weights to
money woman bag jpgjpg
Suppose you will invest $ in the optimum portfolio.
How much will you invest in CAKE?
Round your answer to the nearest integer.
Remember that if you own the shares, the amount must be positive.
If you loan the shares, the amount must be negative.
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