Yes, as long as you remember to install 'yfinance' from the beginning, the code runs smoothly without any issues.
The most elegant solution in the project was:
One of the most elegant coding solutions in the project is where you print the MVP return. It provides a clear and sharp representation of the portfolios composition. Great coding work :)
Additionally in this section, i would like to highlight your written explanations and walkthrough of all the different steps in the project. It provides an excellent overview for the reader.
The hardest section of code in the project to understand was:
For people who don't have the same understanding of all the underlying theory, it could bring some more clarity if some of the code is a bit more definable. For example, one could consider changing some of the EMF coding, which can quickly become a bit complex. For instance, you could consider breaking down the coding into some smaller and more manageable functions.
This part of the project could be better documented:
I know it's not the main focus of the assignment, but you might consider explaining the theoretical background of CAPM a bit more in a markdown cell. It can help provide even more understanding for reading the rest of the project.
An idea for an improvement/clarification could be:
An idea tu further improve the project could be to add a brief general summary at the end. You wrap up with a description of the final figure. Here, one might consider adding a smoothing conclusion.
An idea for an extention could be:
An extention could be to implement the Risk Parity Portfolio strategy to the project.
Taking all of the above into consideration, this is a very nice and well-executed data project
Is it straightforward to run the code?
Yes, as long as you remember to install 'yfinance' from the beginning, the code runs smoothly without any issues.
The most elegant solution in the project was:
One of the most elegant coding solutions in the project is where you print the MVP return. It provides a clear and sharp representation of the portfolios composition. Great coding work :) Additionally in this section, i would like to highlight your written explanations and walkthrough of all the different steps in the project. It provides an excellent overview for the reader.
The hardest section of code in the project to understand was:
For people who don't have the same understanding of all the underlying theory, it could bring some more clarity if some of the code is a bit more definable. For example, one could consider changing some of the EMF coding, which can quickly become a bit complex. For instance, you could consider breaking down the coding into some smaller and more manageable functions.
This part of the project could be better documented:
I know it's not the main focus of the assignment, but you might consider explaining the theoretical background of CAPM a bit more in a markdown cell. It can help provide even more understanding for reading the rest of the project.
An idea for an improvement/clarification could be:
An idea tu further improve the project could be to add a brief general summary at the end. You wrap up with a description of the final figure. Here, one might consider adding a smoothing conclusion.
An idea for an extention could be:
An extention could be to implement the Risk Parity Portfolio strategy to the project.
Taking all of the above into consideration, this is a very nice and well-executed data project