Python for Finance Cookbook - Second Edition by Eryk Lewinson

Author:Eryk Lewinson
Language: eng
Format: epub
Publisher: Packt
Published: 2022-01-15T00:00:00+00:00

Plot the efficient frontier: MARKERS = ["o", "X", "d", "*"] fig, ax = plt.subplots() portf_results_df.plot(kind="scatter", x="volatility", y="returns", c="sharpe_ratio", cmap="RdYlGn", edgecolors="black", ax=ax) ax.set(xlabel="Volatility", ylabel="Expected Returns", title="Efficient Frontier") ax.plot(ef_vol_list, ef_rtn_list, "b--") for asset_index in range(n_assets): ax.scatter(x=np.sqrt(cov_mat.iloc[asset_index, asset_index]), y=avg_returns[asset_index], marker=MARKERS[asset_index], s=150, color="black", label=ASSETS[asset_index]) ax.legend() plt.show()

Executing the snippet generates the plot with all the randomly created portfolios, four points indicating the individual assets, and the efficient frontier.

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