cvxpy two: returns
When you invest in stocks you want to get a high return, but a low risk. There's also going to be a few constraints. That sounds like a job for cvxpy.
Before starting, make sure you've installed the dependencies;
pip install pandas cvxpy matplotlib jupyterlab
If you prefer to use the same dataset to follow along you can download it here or you can fetch it via;
Given all these preparations, you can use the following code to make the same visual;
import cvxpy as cp import pandas as pd df_stocks = pd.read_csv("stocks.csv").iloc[500:1800] df_stocks.set_index('Date').plot(figsize=(12, 4));
To make the first order differences you need to run;
df_returns = df_stocks.set_index('Date').diff() df_returns.mean() df_returns.std()
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