This is great tutorial. But i had to go through conceptual part first to know what you were doing with the code. Reading the official doc and some related textbook helped❤
Brilliant video as always, if only it was a week earlier, as I spent a couple of days developing my own EF using the Monte Carlo method. Still it was a good exercise.
This is a great content. Thank you for sharing. And thank you that you finally changed to code on Jupiter Notebook because it is easier and clearer to see the result.
I'm trying to run the same code as you mentioned but it throws an attribute error:'NoneType' object has no attribute shape, when calculating 'w'. I'm not able to figure out how to resolve it.
Thank you Chad, this video was incredible! I did have a question though... I was messing around with this library, and trying to optimize a portfolio, and received a message output (similar to 31:07 in the video) except the output is: "You must convert self.cov to a positive definite matrix". I was still able to execute the remainder of the code to get an optimized portfolio, but I was curious if this message has some impact on the overall output, do you know why this message appears? Thanks again for the video, I found your explanation of this library extremely helpful!
Great video. I really liked it! How do I then apply the Monte Carlo simulation to this? Can I do the simulation or does riskfolio already do that? Because a MC can run 10.000 portfolios which this kinda doesn’t do….
