Riskfolio Quickstart Guide - Free course in python

In this video we'll cover everything you need to know to get up and running with the riskfolio library in python. It provides a bunch of built-in optimization methodologies and makes it very easy to calculate the efficient frontier and optimize for maximum sharpe ratio, maximum return or minimum risk.
Consulting available here:
greyhoundanalytics.com/contact/
00:00 - introduction
01:19 - Calculating optimum portfolio
14:00 - Plotting efficient frontier
21:15 - Reporting tear sheet
24:06 - Trying different risk methodologies
29:26 - Adding constraints on return / drawdowns
33:53 - Constraints on asset class / asset type
45:04 - End

[@nguyenduyta7136]

A best video I ever seen. Thank so much

[@zhenleideng1594]

Nicely done! Thank you

[@dataml-trading4085]

Thanks man! This would be useful !

[@totesthegoats8935]

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.

[@poisonza]

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❤

[@user-ig6tp8hb2z]

superb!

[@sChaikovsky]

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.

[@marcusjihansson]

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….

[@josed.7716]

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!

[@siddhant_kunwar]

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.

[@kirill.yudkin]

I usually carry my portfolio in a black briefcase, will this work with scanned copies?

[@ButchCassidyAndSundanceKid]

Is the red clock to your right still working? I can't help but noticed that the second hand is not moving. You will need some new batteries.

[@aarondelarosa3146]

I have some issues with Riskfolio-Lib Report. It's too big. How can I change the size of the font? Letters and numbers are too big.

[@RenanGomes1910]

Can you help me resolve an error in the code?

[@PaulHirschberg]

can you share this code?

[@aarondelarosa3146]

Never mind. Problem solved.