Is your feature request related to a problem? Please describe.
implements portfolio optimization using genetic algorithms to find the optimal asset allocation that maximizes returns and minimizes risk.
Describe the solution you'd like
Load the Data:
Load the historical price data from the CSV file.
Calculate Returns:
Calculate daily returns for each asset.
Define the Fitness Function:
The fitness function will evaluate portfolios based on criteria like return, risk, and the Sharpe ratio.
Initialize Population:
Create an initial population of random portfolios.
Selection:
Select the best-performing portfolios from the current population to create the next generation.
Crossover:
Combine pairs of portfolios to create new portfolios.
Mutation:
Introduce small random changes to some portfolios to maintain genetic diversity.
Termination:
Decide when to stop the algorithm, either after a fixed number of generations or when improvements become negligible.
Evaluate the Best Portfolio:
Analyze the performance of the best portfolio found.
Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.
Additional context
Add any other context or screenshots about the feature request here.
Is your feature request related to a problem? Please describe. implements portfolio optimization using genetic algorithms to find the optimal asset allocation that maximizes returns and minimizes risk.
Describe the solution you'd like Load the Data: Load the historical price data from the CSV file.
Calculate Returns: Calculate daily returns for each asset.
Define the Fitness Function: The fitness function will evaluate portfolios based on criteria like return, risk, and the Sharpe ratio.
Initialize Population: Create an initial population of random portfolios.
Selection: Select the best-performing portfolios from the current population to create the next generation.
Crossover: Combine pairs of portfolios to create new portfolios.
Mutation: Introduce small random changes to some portfolios to maintain genetic diversity.
Termination: Decide when to stop the algorithm, either after a fixed number of generations or when improvements become negligible.
Evaluate the Best Portfolio: Analyze the performance of the best portfolio found.
Describe alternatives you've considered A clear and concise description of any alternative solutions or features you've considered.
Additional context Add any other context or screenshots about the feature request here.