Efficient Frontier With R | FULL TUTORIAL | Programmatically Optimize A Portfolio

In this tutorial we go over optimizing a portfolio consisting of any number of securities based on modern portfolio theory. You will learn how to process and manipulate market data, simulate multiple different portfolio distributions and visualize your results, all done using R. 🗂 Repositories: Starter: https:// github.com/IAmJaysWay/EfficientFrontier Final: https:// github.com/IAmJaysWay/EfficientFrontierFinal ⏱ Timestamps: 00:00 Intro 01:38 Project Setup 04:31 Get Historical Data 10:00 Process Data 16:20 Calculate Summary Data 22:55 Variance-Covariance Matrix 27:58 Equally Weighted Portfolio Return & Volatility 33:07 Simulate Multiple Portfolio Distributions 37:40 Return and Volatility For Simulated Portfolios 41:39 Create an Interactive Chart 47:05 Changing Portfolio Assets 47:57 Outro