Quant Finance with R Part 3: Portfolio Optimization

In this tutorial, we will go into a simple mean-variance optimization in R with the PortfolioAnalytics package... ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ Resources: ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ -PortfolioAnalytics Documentation: https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ Links! ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ 🐱‍💻 *Source code to this series + other resources* https://github.com/fdupuis659/Quant-Finance-with-R 👾 *My GitHub Page*: https://github.com/fdupuis659 🐱‍🐉*Add me on LinkedIn*: https://www.linkedin.com/in/francis-dupuis-b4a45a13a/