PROJECT-06 — Sharpe Ratio Optimization

OptimizationPortfolio

Overview & Results

Return vs volatility scatter.

Return vs volatility scatter.

Optimized weights bar chart.

Optimized weights bar chart.

Resulting equity curve.

Resulting equity curve.

SUMMARY

Estimated returns & covariance and optimized for Sharpe.
Compared optimizers and constraints for realism.
Visualized allocations and performance paths.
Exported metrics JSON for quick checks.
Kept the pipeline simple and reproducible.

Research Notebook

Full code is embedded below (nbviewer). Open in new tab: https://nbviewer.org/github/harshb2007/Quant-Portfolio/blob/main/QUANT%20PORTFOLIO/PROJECT-06-Sharpe%20Ratio%20Optimization/PROJECT-06_-_Sharpe_Ratio_Optimization.ipynb.