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thanks a lot, this tutorial is very clear and straightforward I love it :)

This script still alive yet ?

thanks for this video

Thanks a lot! you made my weekend...

The repo is not available

Why some stocks are above the security market line ?

How do you set the return for the risk free asset to find the tangency portfolio? I didn't see you specify that in you "spec" vector

Is there any thing equivalent in python?

Hi where I can download python script? Thank you

Thank you very much!

So good

OMG dude this is so simple and straightforward, what have i been doing with java all this time oO

I keep getting an error saying "object = 'daily' not found", this is related to the line with periodicity. Does anyone know how I can fix this?

Bro forgot the "y" in the thumbnail.

A lot of issues here

This is amazing! Thanks

Brilliant tutorial on Portfolio Optimization with R. I will highly recommend it to a beginner who would like to use it in portfolio research.

still working this script?

Does not support 'google' , I think (Line 13)

Excellent presentation keep making such good videos about dashboards in dash

Clear straight forward presentation. Perfect. Sadly my browser doesn't want me to bookmark your site for security reasons.

It is not free anymore and I was hoping someone from their team would help me decide the right plan based on my requirement. So far no luck. Its like no direct answers to my questions. Reliability is a big question.

This is so amazing wow wow wow wow thank youuuuu‼️‼️❤️

I have to say I didn't find this particular useful.

Try below code to avoid errors: library(tidyverse) library(lubridate) library(quantmod) library(PerformanceAnalytics) library(PortfolioAnalytics) tickers <- c("META","AAPL","AMZN","NFLX","GOOGL","SQ","NVDA") portfolioPrices <- NULL for (ticker in tickers) { portfolioPrices <- cbind(portfolioPrices, getSymbols.yahoo(ticker,from = "2016-01-03", periodicity = "daily", auto.assign = FALSE) ) } # use only close prices or adjust prices for portfolio portfolioReturns <- na.omit(ROC(Cl(portfolioPrices))) portf <- portfolio.spec(colnames(portfolioReturns)) portf <- add.constraint(portf, type = "weight_sum", min_sum=1, max_sum=1) portf <- add.constraint(portf, type = "box", min=.10, max=.40) # min 10% & max 40% in each asset portf <- add.objective(portf, type = "return", name = "mean") portf <- add.objective(portf, type = "risk", name = "StdDev") # make sure to add `trace = TRUE` argument to below code otherwise it will give error in efficient Frontier optPort <- optimize.portfolio(portfolioReturns, portf, optimize_method = "ROI", trace = TRUE) chart.Weights(optPort) # install packages install.packages('ROI.plugin.glpk') install.packages("ROI.plugin.quadprog") install.packages("ROI.plugin.symphony") ef <- extractEfficientFrontier(optPort, match.col = "StdDev", n.portfolios = 25, risk_aversion = NULL) chart.EfficientFrontier(ef, match.col = "StdDev", n.portfolios = 25, xlim = NULL, ylim = NULL, cex.axis = 0.8, element.color = "darkgray", main = "Efficient Frontier", RAR.text = "SR", rf = 0, tangent.line = TRUE, cex.legend = 0.8, chart.assets = TRUE, labels.assets = TRUE, pch.assets = 21, cex.assets = 0.8)

Not a good level of understanding here.

How do u take into account the variation in RFR ?

Sir, on line 11, what's the right naming on for the other file? If ever I have app2.py on the same folder? Thanks

Can someone help me? I cannot run my url. It's always buffering

I'm new to programming. Did I understand correctly that the API is not for Javascript? An API can be converted to json() in java. Is it worth signingin up to the API to find out?

Really helpful. Thanks for the videos.

Not free any more... It all started for free, like with any service

Thank you.

Using the api key in post man it shows invalid key.

i' ve seen only 5 minutes of the video and it' s enough for understanding that you are a legend.😂

Hi trying to follow along, the syntax for even downloading port info isn't working. is anyone else having this problem? is it because it is out of date or am I doing something wrong?

Could you please help me on creating dynamic drop downs from python list ?

Thanks for this man. Legend!

I solved the error problem induced by the usage of ROI argument: in my specific case, the error was: Error in maxret_opt(R = R, constraints = constraints, moments = moments, : paste0("package:", plugin) %in% search() || requireNamespace(plugin, .... is not TRUE In practice, first you have to install ROI package and then install "ROI.plugin.glpk".

I'm curious if this is still the best? Do you know if its better than finviz or alpha vantage? Especially for a UK perspective

Does it provide real time data? This information is not mentioned on the website.

Error in optimize.portfolio(portfolioreturns, portf, optimize_method = "ROI", : ROI only solves mean, var/StdDev, HHI, or sample ETL/ES/CVaR type business objectives, choose a different optimize_method.

to access fportfolio i need to install Rcurl and this just will not install for some reason

the dailyReturn code give me a error "cclRets <-dailyReturn(cclClose, type="log")" and get Error in dailyReturn(cclClose, type = "log") : could not find function "dailyReturn" what am i doing wrong?

I can't do extract efficient portfolio I tried doing exactly the same way as in the video.

Is there an endpoint for IV and option deltas?

Your website is not working. Could you please provide a link here. Thanks

where is next time?

Amazing work man. No nonsense, just to the point 👏

soooooper!!