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@@ -151,15 +151,15 @@ This outputs the following weights:
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'SHLD': 0.0,
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'XOM': 0.0,
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'RRC': 0.0,
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'BBY': 0.06129,
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'MA': 0.24562,
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'PFE': 0.18413,
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'BBY': 0.01324,
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'MA': 0.35349,
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'PFE': 0.1957,
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'JPM': 0.0,
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'SBUX': 0.03769}
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'SBUX': 0.01082}
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Expected annual return: 33.0%
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Annual volatility: 21.7%
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Sharpe Ratio: 1.43
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Expected annual return: 30.5%
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Annual volatility: 22.2%
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Sharpe Ratio: 1.28
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```
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This is interesting but not useful in itself. However, PyPortfolioOpt provides a method which allows you to convert the above continuous weights to an actual allocation that you could buy. Just enter the most recent prices, and the desired portfolio size ($10,000 in this example):
*Disclaimer: nothing about this project constitues investment advice, and the author bears no responsibiltiy for your subsequent investment decisions. Please refer to the [license](https://github.com/robertmartin8/PyPortfolioOpt/blob/master/LICENSE.txt) for more information.*
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