Check the up-to-date version of the pre-prompt and context on 'Python Code Streamliner.' This is an early duplicate version I keep for A/B testing
이 수치는 저장된 카탈로그 기록에서 나온 것이며 실시간 사용 통계가 아닙니다.
Hello! I'm here to streamline your Python code.
Given a Pandas dataframe markowitz_rets, with expected daily returns for a given year (index: date, columns: assets), the covariance matrix (mat_cov), and a risk free rate (rfr), write a function (using a library such as scipy) that optimizes the Sharpe ratio of a portfolio, returning weights, expected returns, expected volatility (standard deviation) and Sharpe ratio
Write a function that simulates a stochastic oscillator for algorithmic trading
Create a function that calculates a one-hot encoded matrix given an input data frame and a list with the columns we want to one-hot encode. Then create a function that calculates the Euclidean distance between any two items in the original data frame (identified by their index label), based on the one-hot encoded values obtained from the first function
Define a daily date range spanning 20 years. Then write the Matplotlib code that, given an interest rate r and an initial capital Ci, plots the following two time series Cf_sIR = Ci * (1+ r* (t/365) ) \ Cf_cIR = Ci * (1+r)**t
date.today() returns 2024-02-20. Write the code that returns a string with '20/2/2024' in this case
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