Automatic Portfolio Optimization

Extract optimal asset weights for your portfolio using Python

Now that we have a class dedicated to connecting to our data source, we can use it to start making requests.

To receive data we will use the class that we just created above. This next class is dedicated to receiving the historical data for a set of assets, and converting it to a format for portfolio optimization.

The field table in the PortfolioDataRequests class is dedicated to housing our asset data in a format for portfolio optimization.

Pretty easy so far huh? We created a connection for the data feed, a class for the requests themselves, all that is left is to optimize what was returned from the requests. To do…

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