Portfolio-Optimisation

This project optimizes a stock portfolio using Quadratic Programming (QP) and Efficient Frontier Analysis.

Features

• Computes expected returns, risks, portfolio weights, efficient frontier, and Sharpe ratios
• Implements portfolio constraints like diversification, stock allocation, & short-selling restrictions

Installation

• Uses Python, Pandas, NumPy, SciPy, cvxopt, yfinance, Statsmodels, Matplotlib, and Seaborn