Heighrarchy risk parity.ipynb

{
  "nbformat": 4,
  "nbformat_minor": 0,
  "metadata": {
    "colab": {
      "name": "Untitled3.ipynb",
      "provenance": []
    },
    "kernelspec": {
      "name": "python3",
      "display_name": "Python 3"
    }
  },
  "cells": [
    {
      "cell_type": "code",
      "metadata": {
        "id": "UfMo0u8XUL2A",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "import pandas as pd\n",
        "import numpy as np\n",
        "from scipy.cluster.hierarchy import dendrogram, linkage\n",
        "from matplotlib import pyplot as plt\n",
        "import matplotlib"
      ],
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "EZdtrF4oV8mP",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 195
        },
        "outputId": "649f189c-a62d-4773-b869-bee4d2283808"
      },
      "source": [
        "df = pd.read_csv('Book1.csv')\n",
        "df.head()"
      ],
      "execution_count": 82,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>Date</th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>0</th>\n",
              "      <td>23-03-2020</td>\n",
              "      <td>182.149994</td>\n",
              "      <td>880.742920</td>\n",
              "      <td>616.619812</td>\n",
              "      <td>1251.949951</td>\n",
              "      <td>296.810150</td>\n",
              "      <td>284.000000</td>\n",
              "      <td>415.866760</td>\n",
              "      <td>106.400002</td>\n",
              "      <td>138.750000</td>\n",
              "      <td>483.257935</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>24-03-2020</td>\n",
              "      <td>179.949997</td>\n",
              "      <td>939.870972</td>\n",
              "      <td>653.928162</td>\n",
              "      <td>1341.800049</td>\n",
              "      <td>308.166809</td>\n",
              "      <td>296.500000</td>\n",
              "      <td>440.690155</td>\n",
              "      <td>101.099998</td>\n",
              "      <td>141.050003</td>\n",
              "      <td>499.426056</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>25-03-2020</td>\n",
              "      <td>197.000000</td>\n",
              "      <td>1078.201538</td>\n",
              "      <td>698.438843</td>\n",
              "      <td>1399.000000</td>\n",
              "      <td>324.978607</td>\n",
              "      <td>316.899994</td>\n",
              "      <td>456.192352</td>\n",
              "      <td>96.050003</td>\n",
              "      <td>134.949997</td>\n",
              "      <td>522.438354</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>26-03-2020</td>\n",
              "      <td>204.199997</td>\n",
              "      <td>1062.211548</td>\n",
              "      <td>662.330933</td>\n",
              "      <td>1414.949951</td>\n",
              "      <td>341.939178</td>\n",
              "      <td>330.250000</td>\n",
              "      <td>446.322784</td>\n",
              "      <td>91.250000</td>\n",
              "      <td>141.250000</td>\n",
              "      <td>511.031403</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>27-03-2020</td>\n",
              "      <td>210.350006</td>\n",
              "      <td>1061.613770</td>\n",
              "      <td>659.065857</td>\n",
              "      <td>1501.949951</td>\n",
              "      <td>354.486053</td>\n",
              "      <td>339.850006</td>\n",
              "      <td>429.325226</td>\n",
              "      <td>86.699997</td>\n",
              "      <td>149.899994</td>\n",
              "      <td>500.021210</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "         Date     SUNTECK     RELIANCE  ...     FRETAIL  ASAHIINDIA       TECHM\n",
              "0  23-03-2020  182.149994   880.742920  ...  106.400002  138.750000  483.257935\n",
              "1  24-03-2020  179.949997   939.870972  ...  101.099998  141.050003  499.426056\n",
              "2  25-03-2020  197.000000  1078.201538  ...   96.050003  134.949997  522.438354\n",
              "3  26-03-2020  204.199997  1062.211548  ...   91.250000  141.250000  511.031403\n",
              "4  27-03-2020  210.350006  1061.613770  ...   86.699997  149.899994  500.021210\n",
              "\n",
              "[5 rows x 11 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 82
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "Hg-7rBzbfvSf",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "returns = df.dropna()"
      ],
      "execution_count": 83,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "QEY43RmimMMP",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 284
        },
        "outputId": "bc0ea6da-c277-4126-91a3-2bc62b4a052a"
      },
      "source": [
        "returns.describe()"
      ],
      "execution_count": 84,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>count</th>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>mean</th>\n",
              "      <td>179.607692</td>\n",
              "      <td>1561.865886</td>\n",
              "      <td>819.992220</td>\n",
              "      <td>1612.887363</td>\n",
              "      <td>395.116472</td>\n",
              "      <td>342.346703</td>\n",
              "      <td>545.715595</td>\n",
              "      <td>97.440110</td>\n",
              "      <td>165.473626</td>\n",
              "      <td>552.993331</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>std</th>\n",
              "      <td>16.468996</td>\n",
              "      <td>309.832830</td>\n",
              "      <td>144.399002</td>\n",
              "      <td>165.459111</td>\n",
              "      <td>39.454557</td>\n",
              "      <td>23.017211</td>\n",
              "      <td>75.058583</td>\n",
              "      <td>19.578246</td>\n",
              "      <td>12.558717</td>\n",
              "      <td>48.665283</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>min</th>\n",
              "      <td>146.750000</td>\n",
              "      <td>880.742920</td>\n",
              "      <td>615.947632</td>\n",
              "      <td>1251.949951</td>\n",
              "      <td>296.810150</td>\n",
              "      <td>284.000000</td>\n",
              "      <td>404.551666</td>\n",
              "      <td>63.849998</td>\n",
              "      <td>134.949997</td>\n",
              "      <td>483.257935</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>25%</th>\n",
              "      <td>166.574997</td>\n",
              "      <td>1417.562317</td>\n",
              "      <td>692.076752</td>\n",
              "      <td>1518.525024</td>\n",
              "      <td>365.445953</td>\n",
              "      <td>330.449997</td>\n",
              "      <td>485.925583</td>\n",
              "      <td>80.674999</td>\n",
              "      <td>157.400002</td>\n",
              "      <td>516.462098</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>50%</th>\n",
              "      <td>181.300003</td>\n",
              "      <td>1531.947754</td>\n",
              "      <td>816.413879</td>\n",
              "      <td>1568.599976</td>\n",
              "      <td>388.655182</td>\n",
              "      <td>344.649994</td>\n",
              "      <td>550.052734</td>\n",
              "      <td>98.099998</td>\n",
              "      <td>167.750000</td>\n",
              "      <td>540.342285</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>75%</th>\n",
              "      <td>190.925003</td>\n",
              "      <td>1774.125000</td>\n",
              "      <td>878.539856</td>\n",
              "      <td>1644.525024</td>\n",
              "      <td>435.274994</td>\n",
              "      <td>357.850006</td>\n",
              "      <td>577.268768</td>\n",
              "      <td>110.324997</td>\n",
              "      <td>174.500000</td>\n",
              "      <td>577.117279</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>max</th>\n",
              "      <td>212.600006</td>\n",
              "      <td>2177.699951</td>\n",
              "      <td>1164.400024</td>\n",
              "      <td>1979.800049</td>\n",
              "      <td>462.600006</td>\n",
              "      <td>392.250000</td>\n",
              "      <td>712.450012</td>\n",
              "      <td>142.399994</td>\n",
              "      <td>192.300003</td>\n",
              "      <td>684.349976</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "          SUNTECK     RELIANCE      MPHASIS  ...     FRETAIL  ASAHIINDIA       TECHM\n",
              "count   91.000000    91.000000    91.000000  ...   91.000000   91.000000   91.000000\n",
              "mean   179.607692  1561.865886   819.992220  ...   97.440110  165.473626  552.993331\n",
              "std     16.468996   309.832830   144.399002  ...   19.578246   12.558717   48.665283\n",
              "min    146.750000   880.742920   615.947632  ...   63.849998  134.949997  483.257935\n",
              "25%    166.574997  1417.562317   692.076752  ...   80.674999  157.400002  516.462098\n",
              "50%    181.300003  1531.947754   816.413879  ...   98.099998  167.750000  540.342285\n",
              "75%    190.925003  1774.125000   878.539856  ...  110.324997  174.500000  577.117279\n",
              "max    212.600006  2177.699951  1164.400024  ...  142.399994  192.300003  684.349976\n",
              "\n",
              "[8 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 84
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "vEEVRt34pzt_",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 303
        },
        "outputId": "53fd5a35-262a-48e8-a47e-1f20b55ace78"
      },
      "source": [
        "df."
      ],
      "execution_count": 32,
      "outputs": [
        {
          "output_type": "error",
          "ename": "ValueError",
          "evalue": "ignored",
          "traceback": [
            "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
            "\u001b[0;31mValueError\u001b[0m                                Traceback (most recent call last)",
            "\u001b[0;32m<ipython-input-32-c2bfddc67fe2>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[0;32m----> 1\u001b[0;31m \u001b[0mdf\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mDate\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mdrop\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
            "\u001b[0;32m/usr/local/lib/python3.6/dist-packages/pandas/core/series.py\u001b[0m in \u001b[0;36mdrop\u001b[0;34m(self, labels, axis, index, columns, level, inplace, errors)\u001b[0m\n\u001b[1;32m   4137\u001b[0m             \u001b[0mlevel\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mlevel\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   4138\u001b[0m             \u001b[0minplace\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0minplace\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 4139\u001b[0;31m             \u001b[0merrors\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0merrors\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m   4140\u001b[0m         )\n\u001b[1;32m   4141\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;32m/usr/local/lib/python3.6/dist-packages/pandas/core/generic.py\u001b[0m in \u001b[0;36mdrop\u001b[0;34m(self, labels, axis, index, columns, level, inplace, errors)\u001b[0m\n\u001b[1;32m   3927\u001b[0m         \u001b[0;32melse\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   3928\u001b[0m             raise ValueError(\n\u001b[0;32m-> 3929\u001b[0;31m                 \u001b[0;34m\"Need to specify at least one of 'labels', 'index' or 'columns'\"\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m   3930\u001b[0m             )\n\u001b[1;32m   3931\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;31mValueError\u001b[0m: Need to specify at least one of 'labels', 'index' or 'columns'"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "A2LQSZjZqwqt",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "del df['Date']"
      ],
      "execution_count": 85,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "cVxh-XUdq5Md",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 284
        },
        "outputId": "a4795798-da7f-4b84-e052-48eeffbecef3"
      },
      "source": [
        "df.describe()"
      ],
      "execution_count": 86,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>count</th>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "      <td>91.000000</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>mean</th>\n",
              "      <td>179.607692</td>\n",
              "      <td>1561.865886</td>\n",
              "      <td>819.992220</td>\n",
              "      <td>1612.887363</td>\n",
              "      <td>395.116472</td>\n",
              "      <td>342.346703</td>\n",
              "      <td>545.715595</td>\n",
              "      <td>97.440110</td>\n",
              "      <td>165.473626</td>\n",
              "      <td>552.993331</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>std</th>\n",
              "      <td>16.468996</td>\n",
              "      <td>309.832830</td>\n",
              "      <td>144.399002</td>\n",
              "      <td>165.459111</td>\n",
              "      <td>39.454557</td>\n",
              "      <td>23.017211</td>\n",
              "      <td>75.058583</td>\n",
              "      <td>19.578246</td>\n",
              "      <td>12.558717</td>\n",
              "      <td>48.665283</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>min</th>\n",
              "      <td>146.750000</td>\n",
              "      <td>880.742920</td>\n",
              "      <td>615.947632</td>\n",
              "      <td>1251.949951</td>\n",
              "      <td>296.810150</td>\n",
              "      <td>284.000000</td>\n",
              "      <td>404.551666</td>\n",
              "      <td>63.849998</td>\n",
              "      <td>134.949997</td>\n",
              "      <td>483.257935</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>25%</th>\n",
              "      <td>166.574997</td>\n",
              "      <td>1417.562317</td>\n",
              "      <td>692.076752</td>\n",
              "      <td>1518.525024</td>\n",
              "      <td>365.445953</td>\n",
              "      <td>330.449997</td>\n",
              "      <td>485.925583</td>\n",
              "      <td>80.674999</td>\n",
              "      <td>157.400002</td>\n",
              "      <td>516.462098</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>50%</th>\n",
              "      <td>181.300003</td>\n",
              "      <td>1531.947754</td>\n",
              "      <td>816.413879</td>\n",
              "      <td>1568.599976</td>\n",
              "      <td>388.655182</td>\n",
              "      <td>344.649994</td>\n",
              "      <td>550.052734</td>\n",
              "      <td>98.099998</td>\n",
              "      <td>167.750000</td>\n",
              "      <td>540.342285</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>75%</th>\n",
              "      <td>190.925003</td>\n",
              "      <td>1774.125000</td>\n",
              "      <td>878.539856</td>\n",
              "      <td>1644.525024</td>\n",
              "      <td>435.274994</td>\n",
              "      <td>357.850006</td>\n",
              "      <td>577.268768</td>\n",
              "      <td>110.324997</td>\n",
              "      <td>174.500000</td>\n",
              "      <td>577.117279</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>max</th>\n",
              "      <td>212.600006</td>\n",
              "      <td>2177.699951</td>\n",
              "      <td>1164.400024</td>\n",
              "      <td>1979.800049</td>\n",
              "      <td>462.600006</td>\n",
              "      <td>392.250000</td>\n",
              "      <td>712.450012</td>\n",
              "      <td>142.399994</td>\n",
              "      <td>192.300003</td>\n",
              "      <td>684.349976</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "          SUNTECK     RELIANCE      MPHASIS  ...     FRETAIL  ASAHIINDIA       TECHM\n",
              "count   91.000000    91.000000    91.000000  ...   91.000000   91.000000   91.000000\n",
              "mean   179.607692  1561.865886   819.992220  ...   97.440110  165.473626  552.993331\n",
              "std     16.468996   309.832830   144.399002  ...   19.578246   12.558717   48.665283\n",
              "min    146.750000   880.742920   615.947632  ...   63.849998  134.949997  483.257935\n",
              "25%    166.574997  1417.562317   692.076752  ...   80.674999  157.400002  516.462098\n",
              "50%    181.300003  1531.947754   816.413879  ...   98.099998  167.750000  540.342285\n",
              "75%    190.925003  1774.125000   878.539856  ...  110.324997  174.500000  577.117279\n",
              "max    212.600006  2177.699951  1164.400024  ...  142.399994  192.300003  684.349976\n",
              "\n",
              "[8 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 86
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "oiQ2EINmsRKh",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "returns = df.pct_change().dropna()"
      ],
      "execution_count": 159,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "_3WiSIdusW54",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 195
        },
        "outputId": "f3d2a514-9cd7-4f10-e3cc-e24044c9a1f6"
      },
      "source": [
        "returns.head()"
      ],
      "execution_count": 111,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>-0.012078</td>\n",
              "      <td>0.067134</td>\n",
              "      <td>0.060505</td>\n",
              "      <td>0.071768</td>\n",
              "      <td>0.038262</td>\n",
              "      <td>0.044014</td>\n",
              "      <td>0.059691</td>\n",
              "      <td>-0.049812</td>\n",
              "      <td>0.016577</td>\n",
              "      <td>0.033457</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>0.094749</td>\n",
              "      <td>0.147180</td>\n",
              "      <td>0.068067</td>\n",
              "      <td>0.042629</td>\n",
              "      <td>0.054554</td>\n",
              "      <td>0.068803</td>\n",
              "      <td>0.035177</td>\n",
              "      <td>-0.049950</td>\n",
              "      <td>-0.043247</td>\n",
              "      <td>0.046077</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>0.036548</td>\n",
              "      <td>-0.014830</td>\n",
              "      <td>-0.051698</td>\n",
              "      <td>0.011401</td>\n",
              "      <td>0.052190</td>\n",
              "      <td>0.042127</td>\n",
              "      <td>-0.021635</td>\n",
              "      <td>-0.049974</td>\n",
              "      <td>0.046684</td>\n",
              "      <td>-0.021834</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>0.030118</td>\n",
              "      <td>-0.000563</td>\n",
              "      <td>-0.004930</td>\n",
              "      <td>0.061486</td>\n",
              "      <td>0.036693</td>\n",
              "      <td>0.029069</td>\n",
              "      <td>-0.038084</td>\n",
              "      <td>-0.049863</td>\n",
              "      <td>0.061239</td>\n",
              "      <td>-0.021545</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>5</th>\n",
              "      <td>0.010696</td>\n",
              "      <td>-0.032986</td>\n",
              "      <td>-0.065423</td>\n",
              "      <td>-0.051400</td>\n",
              "      <td>0.014410</td>\n",
              "      <td>-0.077828</td>\n",
              "      <td>-0.027052</td>\n",
              "      <td>-0.049596</td>\n",
              "      <td>-0.004336</td>\n",
              "      <td>0.045031</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "    SUNTECK  RELIANCE   MPHASIS  ...   FRETAIL  ASAHIINDIA     TECHM\n",
              "1 -0.012078  0.067134  0.060505  ... -0.049812    0.016577  0.033457\n",
              "2  0.094749  0.147180  0.068067  ... -0.049950   -0.043247  0.046077\n",
              "3  0.036548 -0.014830 -0.051698  ... -0.049974    0.046684 -0.021834\n",
              "4  0.030118 -0.000563 -0.004930  ... -0.049863    0.061239 -0.021545\n",
              "5  0.010696 -0.032986 -0.065423  ... -0.049596   -0.004336  0.045031\n",
              "\n",
              "[5 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 111
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "Cvso9_hxsZCd",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 67
        },
        "outputId": "8bb897b8-d920-4d04-aff4-ee718cdd79c1"
      },
      "source": [
        "returns.columns"
      ],
      "execution_count": 89,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "Index(['SUNTECK', 'RELIANCE', 'MPHASIS', 'LALPATHLABS', 'KANSAINEROLAC',\n",
              "       'ICICIBANK', 'HCLTECH', 'FRETAIL', 'ASAHIINDIA', 'TECHM'],\n",
              "      dtype='object')"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 89
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "qx0GBQlVsdtn",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 520
        },
        "outputId": "2b7c6fca-7182-4a77-e998-d3eaf2534488"
      },
      "source": [
        "# correlation matrix\n",
        "corr = returns.corr()\n",
        "\n",
        "# distance matrix\n",
        "d_corr = np.sqrt(0.5*(1-corr))\n",
        "\n",
        "link = linkage(d_corr, 'single')\n",
        "Z = pd.DataFrame(link)\n",
        "\n",
        "fig = plt.figure(figsize=(25, 10))\n",
        "dn = dendrogram(Z)\n",
        "# plt.show()"
      ],
      "execution_count": 90,
      "outputs": [
        {
          "output_type": "stream",
          "text": [
            "/usr/local/lib/python3.6/dist-packages/ipykernel_launcher.py:7: ClusterWarning: scipy.cluster: The symmetric non-negative hollow observation matrix looks suspiciously like an uncondensed distance matrix\n",
            "  import sys\n"
          ],
          "name": "stderr"
        },
        {
          "output_type": "display_data",
          "data": {
            "image/png": "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\n",
            "text/plain": [
              "<Figure size 1800x720 with 1 Axes>"
            ]
          },
          "metadata": {
            "tags": [],
            "needs_background": "light"
          }
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "8CaUy-DqsnOd",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 314
        },
        "outputId": "e534ad21-7945-4d8b-8b93-8e950f36d0fc"
      },
      "source": [
        "Z"
      ],
      "execution_count": 91,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>0</th>\n",
              "      <th>1</th>\n",
              "      <th>2</th>\n",
              "      <th>3</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>0</th>\n",
              "      <td>6.0</td>\n",
              "      <td>9.0</td>\n",
              "      <td>0.583095</td>\n",
              "      <td>2.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>1.0</td>\n",
              "      <td>5.0</td>\n",
              "      <td>0.761026</td>\n",
              "      <td>2.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>8.0</td>\n",
              "      <td>11.0</td>\n",
              "      <td>0.766858</td>\n",
              "      <td>3.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>0.0</td>\n",
              "      <td>12.0</td>\n",
              "      <td>0.795264</td>\n",
              "      <td>4.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>3.0</td>\n",
              "      <td>13.0</td>\n",
              "      <td>0.798202</td>\n",
              "      <td>5.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>5</th>\n",
              "      <td>4.0</td>\n",
              "      <td>14.0</td>\n",
              "      <td>0.799119</td>\n",
              "      <td>6.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>6</th>\n",
              "      <td>10.0</td>\n",
              "      <td>15.0</td>\n",
              "      <td>0.816018</td>\n",
              "      <td>8.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>7</th>\n",
              "      <td>2.0</td>\n",
              "      <td>16.0</td>\n",
              "      <td>0.824292</td>\n",
              "      <td>9.0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>8</th>\n",
              "      <td>7.0</td>\n",
              "      <td>17.0</td>\n",
              "      <td>0.963989</td>\n",
              "      <td>10.0</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "      0     1         2     3\n",
              "0   6.0   9.0  0.583095   2.0\n",
              "1   1.0   5.0  0.761026   2.0\n",
              "2   8.0  11.0  0.766858   3.0\n",
              "3   0.0  12.0  0.795264   4.0\n",
              "4   3.0  13.0  0.798202   5.0\n",
              "5   4.0  14.0  0.799119   6.0\n",
              "6  10.0  15.0  0.816018   8.0\n",
              "7   2.0  16.0  0.824292   9.0\n",
              "8   7.0  17.0  0.963989  10.0"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 91
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "sSut0AhgsvVd",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "def get_quasi_diag(link):\n",
        "    \n",
        "    # sort clustered items by distance\n",
        "    \n",
        "    link = link.astype(int)\n",
        "    \n",
        "    # get the first and the second item of the last tuple\n",
        "    sort_ix = pd.Series([link[-1,0], link[-1,1]]) \n",
        "    \n",
        "    # the total num of items is the third item of the last list\n",
        "    num_items = link[-1, 3]\n",
        "    \n",
        "    # if the max of sort_ix is bigger than or equal to the max_items\n",
        "    while sort_ix.max() >= num_items:\n",
        "        # assign sort_ix index with 24 x 24\n",
        "        sort_ix.index = range(0, sort_ix.shape[0]*2, 2) # odd numers as index\n",
        "        \n",
        "        df0 = sort_ix[sort_ix >= num_items] # find clusters\n",
        "        \n",
        "        # df0 contain even index and cluster index\n",
        "        i = df0.index\n",
        "        j = df0.values - num_items # \n",
        "        \n",
        "        sort_ix[i] = link[j,0] # item 1\n",
        "        \n",
        "        df0  = pd.Series(link[j, 1], index=i+1)\n",
        "        \n",
        "        sort_ix = sort_ix.append(df0)\n",
        "        sort_ix = sort_ix.sort_index()\n",
        "        \n",
        "        sort_ix.index = range(sort_ix.shape[0])\n",
        "        \n",
        "    \n",
        "    return sort_ix.tolist()"
      ],
      "execution_count": 92,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "PsJbwFTvs7XS",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "5b44b337-87df-49c8-827c-15575ee96909"
      },
      "source": [
        "sort_ix = get_quasi_diag(link)\n",
        "sort_ix"
      ],
      "execution_count": 93,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "[7, 2, 6, 9, 4, 3, 0, 8, 1, 5]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 93
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "VbyMEhQYs_H0",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "def get_cluster_var(cov, c_items):\n",
        "    cov_ = cov.iloc[c_items, c_items] # matrix slice\n",
        "    # calculate the inversev-variance portfolio\n",
        "    ivp = 1./np.diag(cov_)\n",
        "    ivp/=ivp.sum()\n",
        "    w_ = ivp.reshape(-1,1)\n",
        "    c_var = np.dot(np.dot(w_.T, cov_), w_)[0,0]\n",
        "    return c_var\n",
        "def get_rec_bipart(cov, sort_ix):\n",
        "    # compute HRP allocation\n",
        "    # intialize weights of 1\n",
        "    w = pd.Series(1, index=sort_ix)\n",
        "    \n",
        "    # intialize all items in one cluster\n",
        "    c_items = [sort_ix]\n",
        "    while len(c_items) > 0:\n",
        "        # bisection\n",
        "        \"\"\"\n",
        "        [[3, 6, 0, 9, 2, 4, 13], [5, 12, 8, 10, 7, 1, 11]]\n",
        "        [[3, 6, 0], [9, 2, 4, 13], [5, 12, 8], [10, 7, 1, 11]]\n",
        "        [[3], [6, 0], [9, 2], [4, 13], [5], [12, 8], [10, 7], [1, 11]]\n",
        "        [[6], [0], [9], [2], [4], [13], [12], [8], [10], [7], [1], [11]]\n",
        "        \"\"\"\n",
        "        c_items = [i[int(j):int(k)] for i in c_items for j,k in \n",
        "                   ((0,len(i)/2),(len(i)/2,len(i))) if len(i)>1]\n",
        "        \n",
        "        # now it has 2\n",
        "        for i in range(0, len(c_items), 2):\n",
        "            \n",
        "            c_items0 = c_items[i] # cluster 1\n",
        "            c_items1 = c_items[i+1] # cluter 2\n",
        "            \n",
        "            c_var0 = get_cluster_var(cov, c_items0)\n",
        "            c_var1 = get_cluster_var(cov, c_items1)\n",
        "            \n",
        "            alpha = 1 - c_var0/(c_var0+c_var1)\n",
        "            \n",
        "            w[c_items0] *= alpha\n",
        "            w[c_items1] *=1-alpha\n",
        "    return w"
      ],
      "execution_count": 94,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "Mb6ly3TRtFOQ",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 202
        },
        "outputId": "40e9af6a-faee-441a-bc80-c496099a0c8f"
      },
      "source": [
        "cov = returns.cov()\n",
        "weights = get_rec_bipart(cov, sort_ix)\n",
        "\n",
        "new_index = [returns.columns[i] for i in weights.index]\n",
        "weights.index = new_index\n",
        "\n",
        "weights"
      ],
      "execution_count": 139,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "FRETAIL          0.074049\n",
              "MPHASIS          0.159047\n",
              "HCLTECH          0.118898\n",
              "TECHM            0.097567\n",
              "KANSAINEROLAC    0.099662\n",
              "LALPATHLABS      0.185103\n",
              "SUNTECK          0.073141\n",
              "ASAHIINDIA       0.098355\n",
              "RELIANCE         0.057044\n",
              "ICICIBANK        0.037133\n",
              "dtype: float64"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 139
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "yq8i4Zpatapx",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 195
        },
        "outputId": "1a04d64d-019a-4d5d-8dea-59634f89734c"
      },
      "source": [
        "df.head()"
      ],
      "execution_count": 96,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>0</th>\n",
              "      <td>182.149994</td>\n",
              "      <td>880.742920</td>\n",
              "      <td>616.619812</td>\n",
              "      <td>1251.949951</td>\n",
              "      <td>296.810150</td>\n",
              "      <td>284.000000</td>\n",
              "      <td>415.866760</td>\n",
              "      <td>106.400002</td>\n",
              "      <td>138.750000</td>\n",
              "      <td>483.257935</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>179.949997</td>\n",
              "      <td>939.870972</td>\n",
              "      <td>653.928162</td>\n",
              "      <td>1341.800049</td>\n",
              "      <td>308.166809</td>\n",
              "      <td>296.500000</td>\n",
              "      <td>440.690155</td>\n",
              "      <td>101.099998</td>\n",
              "      <td>141.050003</td>\n",
              "      <td>499.426056</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>197.000000</td>\n",
              "      <td>1078.201538</td>\n",
              "      <td>698.438843</td>\n",
              "      <td>1399.000000</td>\n",
              "      <td>324.978607</td>\n",
              "      <td>316.899994</td>\n",
              "      <td>456.192352</td>\n",
              "      <td>96.050003</td>\n",
              "      <td>134.949997</td>\n",
              "      <td>522.438354</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>204.199997</td>\n",
              "      <td>1062.211548</td>\n",
              "      <td>662.330933</td>\n",
              "      <td>1414.949951</td>\n",
              "      <td>341.939178</td>\n",
              "      <td>330.250000</td>\n",
              "      <td>446.322784</td>\n",
              "      <td>91.250000</td>\n",
              "      <td>141.250000</td>\n",
              "      <td>511.031403</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>210.350006</td>\n",
              "      <td>1061.613770</td>\n",
              "      <td>659.065857</td>\n",
              "      <td>1501.949951</td>\n",
              "      <td>354.486053</td>\n",
              "      <td>339.850006</td>\n",
              "      <td>429.325226</td>\n",
              "      <td>86.699997</td>\n",
              "      <td>149.899994</td>\n",
              "      <td>500.021210</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "      SUNTECK     RELIANCE     MPHASIS  ...     FRETAIL  ASAHIINDIA       TECHM\n",
              "0  182.149994   880.742920  616.619812  ...  106.400002  138.750000  483.257935\n",
              "1  179.949997   939.870972  653.928162  ...  101.099998  141.050003  499.426056\n",
              "2  197.000000  1078.201538  698.438843  ...   96.050003  134.949997  522.438354\n",
              "3  204.199997  1062.211548  662.330933  ...   91.250000  141.250000  511.031403\n",
              "4  210.350006  1061.613770  659.065857  ...   86.699997  149.899994  500.021210\n",
              "\n",
              "[5 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 96
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "RLI5rbC6t_HO",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "columns = returns.columns\n",
        "list(columns)\n",
        "\n",
        "returns['ew'] = 0\n",
        "\n",
        "\n",
        "for i in columns:\n",
        "  returns['ew'] = returns['ew'] + returns[i]"
      ],
      "execution_count": 97,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "QRgipHwowb2G",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 195
        },
        "outputId": "a3a0d9b3-a98f-4f3b-fabb-dcbeb97a1c2e"
      },
      "source": [
        "returns.head()"
      ],
      "execution_count": 98,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "      <th>ew</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>-0.012078</td>\n",
              "      <td>0.067134</td>\n",
              "      <td>0.060505</td>\n",
              "      <td>0.071768</td>\n",
              "      <td>0.038262</td>\n",
              "      <td>0.044014</td>\n",
              "      <td>0.059691</td>\n",
              "      <td>-0.049812</td>\n",
              "      <td>0.016577</td>\n",
              "      <td>0.033457</td>\n",
              "      <td>0.329517</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>0.094749</td>\n",
              "      <td>0.147180</td>\n",
              "      <td>0.068067</td>\n",
              "      <td>0.042629</td>\n",
              "      <td>0.054554</td>\n",
              "      <td>0.068803</td>\n",
              "      <td>0.035177</td>\n",
              "      <td>-0.049950</td>\n",
              "      <td>-0.043247</td>\n",
              "      <td>0.046077</td>\n",
              "      <td>0.464039</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>0.036548</td>\n",
              "      <td>-0.014830</td>\n",
              "      <td>-0.051698</td>\n",
              "      <td>0.011401</td>\n",
              "      <td>0.052190</td>\n",
              "      <td>0.042127</td>\n",
              "      <td>-0.021635</td>\n",
              "      <td>-0.049974</td>\n",
              "      <td>0.046684</td>\n",
              "      <td>-0.021834</td>\n",
              "      <td>0.028979</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>0.030118</td>\n",
              "      <td>-0.000563</td>\n",
              "      <td>-0.004930</td>\n",
              "      <td>0.061486</td>\n",
              "      <td>0.036693</td>\n",
              "      <td>0.029069</td>\n",
              "      <td>-0.038084</td>\n",
              "      <td>-0.049863</td>\n",
              "      <td>0.061239</td>\n",
              "      <td>-0.021545</td>\n",
              "      <td>0.103621</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>5</th>\n",
              "      <td>0.010696</td>\n",
              "      <td>-0.032986</td>\n",
              "      <td>-0.065423</td>\n",
              "      <td>-0.051400</td>\n",
              "      <td>0.014410</td>\n",
              "      <td>-0.077828</td>\n",
              "      <td>-0.027052</td>\n",
              "      <td>-0.049596</td>\n",
              "      <td>-0.004336</td>\n",
              "      <td>0.045031</td>\n",
              "      <td>-0.238485</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "    SUNTECK  RELIANCE   MPHASIS  ...  ASAHIINDIA     TECHM        ew\n",
              "1 -0.012078  0.067134  0.060505  ...    0.016577  0.033457  0.329517\n",
              "2  0.094749  0.147180  0.068067  ...   -0.043247  0.046077  0.464039\n",
              "3  0.036548 -0.014830 -0.051698  ...    0.046684 -0.021834  0.028979\n",
              "4  0.030118 -0.000563 -0.004930  ...    0.061239 -0.021545  0.103621\n",
              "5  0.010696 -0.032986 -0.065423  ...   -0.004336  0.045031 -0.238485\n",
              "\n",
              "[5 rows x 11 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 98
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "ZyBR3-wB2Cuc",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "returns['ew'] = returns['ew']/10"
      ],
      "execution_count": 99,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "BEfExssZ-lVF",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "e40dcbce-f2a7-4563-f566-b7a01f41e13f"
      },
      "source": [
        "df.index"
      ],
      "execution_count": 100,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "RangeIndex(start=0, stop=91, step=1)"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 100
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "5g61W-7P_qQ6",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 402
        },
        "outputId": "265214f6-2c3f-4d1e-ceb5-b337e29af50d"
      },
      "source": [
        "df"
      ],
      "execution_count": 101,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>0</th>\n",
              "      <td>182.149994</td>\n",
              "      <td>880.742920</td>\n",
              "      <td>616.619812</td>\n",
              "      <td>1251.949951</td>\n",
              "      <td>296.810150</td>\n",
              "      <td>284.000000</td>\n",
              "      <td>415.866760</td>\n",
              "      <td>106.400002</td>\n",
              "      <td>138.750000</td>\n",
              "      <td>483.257935</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>179.949997</td>\n",
              "      <td>939.870972</td>\n",
              "      <td>653.928162</td>\n",
              "      <td>1341.800049</td>\n",
              "      <td>308.166809</td>\n",
              "      <td>296.500000</td>\n",
              "      <td>440.690155</td>\n",
              "      <td>101.099998</td>\n",
              "      <td>141.050003</td>\n",
              "      <td>499.426056</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>197.000000</td>\n",
              "      <td>1078.201538</td>\n",
              "      <td>698.438843</td>\n",
              "      <td>1399.000000</td>\n",
              "      <td>324.978607</td>\n",
              "      <td>316.899994</td>\n",
              "      <td>456.192352</td>\n",
              "      <td>96.050003</td>\n",
              "      <td>134.949997</td>\n",
              "      <td>522.438354</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>204.199997</td>\n",
              "      <td>1062.211548</td>\n",
              "      <td>662.330933</td>\n",
              "      <td>1414.949951</td>\n",
              "      <td>341.939178</td>\n",
              "      <td>330.250000</td>\n",
              "      <td>446.322784</td>\n",
              "      <td>91.250000</td>\n",
              "      <td>141.250000</td>\n",
              "      <td>511.031403</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>210.350006</td>\n",
              "      <td>1061.613770</td>\n",
              "      <td>659.065857</td>\n",
              "      <td>1501.949951</td>\n",
              "      <td>354.486053</td>\n",
              "      <td>339.850006</td>\n",
              "      <td>429.325226</td>\n",
              "      <td>86.699997</td>\n",
              "      <td>149.899994</td>\n",
              "      <td>500.021210</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>86</th>\n",
              "      <td>179.949997</td>\n",
              "      <td>2096.649902</td>\n",
              "      <td>1142.050049</td>\n",
              "      <td>1910.300049</td>\n",
              "      <td>432.600006</td>\n",
              "      <td>351.049988</td>\n",
              "      <td>694.400024</td>\n",
              "      <td>110.449997</td>\n",
              "      <td>168.550003</td>\n",
              "      <td>676.400024</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>87</th>\n",
              "      <td>183.000000</td>\n",
              "      <td>2108.850098</td>\n",
              "      <td>1155.199951</td>\n",
              "      <td>1881.050049</td>\n",
              "      <td>419.350006</td>\n",
              "      <td>344.950012</td>\n",
              "      <td>695.450012</td>\n",
              "      <td>115.949997</td>\n",
              "      <td>168.800003</td>\n",
              "      <td>674.750000</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>88</th>\n",
              "      <td>187.050003</td>\n",
              "      <td>2067.100098</td>\n",
              "      <td>1157.949951</td>\n",
              "      <td>1891.699951</td>\n",
              "      <td>433.549988</td>\n",
              "      <td>346.799988</td>\n",
              "      <td>705.200012</td>\n",
              "      <td>110.199997</td>\n",
              "      <td>171.850006</td>\n",
              "      <td>681.650024</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>89</th>\n",
              "      <td>182.050003</td>\n",
              "      <td>2009.000000</td>\n",
              "      <td>1144.599976</td>\n",
              "      <td>1865.300049</td>\n",
              "      <td>442.750000</td>\n",
              "      <td>343.250000</td>\n",
              "      <td>705.950012</td>\n",
              "      <td>104.699997</td>\n",
              "      <td>174.850006</td>\n",
              "      <td>673.599976</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>90</th>\n",
              "      <td>190.550003</td>\n",
              "      <td>2150.600098</td>\n",
              "      <td>1103.849976</td>\n",
              "      <td>1840.199951</td>\n",
              "      <td>432.549988</td>\n",
              "      <td>351.000000</td>\n",
              "      <td>692.650024</td>\n",
              "      <td>109.349998</td>\n",
              "      <td>178.100006</td>\n",
              "      <td>652.650024</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>91 rows × 10 columns</p>\n",
              "</div>"
            ],
            "text/plain": [
              "       SUNTECK     RELIANCE      MPHASIS  ...     FRETAIL  ASAHIINDIA       TECHM\n",
              "0   182.149994   880.742920   616.619812  ...  106.400002  138.750000  483.257935\n",
              "1   179.949997   939.870972   653.928162  ...  101.099998  141.050003  499.426056\n",
              "2   197.000000  1078.201538   698.438843  ...   96.050003  134.949997  522.438354\n",
              "3   204.199997  1062.211548   662.330933  ...   91.250000  141.250000  511.031403\n",
              "4   210.350006  1061.613770   659.065857  ...   86.699997  149.899994  500.021210\n",
              "..         ...          ...          ...  ...         ...         ...         ...\n",
              "86  179.949997  2096.649902  1142.050049  ...  110.449997  168.550003  676.400024\n",
              "87  183.000000  2108.850098  1155.199951  ...  115.949997  168.800003  674.750000\n",
              "88  187.050003  2067.100098  1157.949951  ...  110.199997  171.850006  681.650024\n",
              "89  182.050003  2009.000000  1144.599976  ...  104.699997  174.850006  673.599976\n",
              "90  190.550003  2150.600098  1103.849976  ...  109.349998  178.100006  652.650024\n",
              "\n",
              "[91 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 101
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "X1TFDWJ9_2Gc",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "c = (df.iloc[90]-df.iloc[0])/df.iloc[0]"
      ],
      "execution_count": 135,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "LKliIyYcAOOr",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 202
        },
        "outputId": "65a49dd3-3a58-4ab4-fb08-0d2cf2046eed"
      },
      "source": [
        "c"
      ],
      "execution_count": 136,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "SUNTECK          0.046116\n",
              "RELIANCE         1.441802\n",
              "MPHASIS          0.790163\n",
              "LALPATHLABS      0.469867\n",
              "KANSAINEROLAC    0.457329\n",
              "ICICIBANK        0.235915\n",
              "HCLTECH          0.665558\n",
              "FRETAIL          0.027726\n",
              "ASAHIINDIA       0.283604\n",
              "TECHM            0.350521\n",
              "dtype: float64"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 136
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "dVv-A3yOAaZP",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "54627dcc-d59c-4a4e-905c-2ab244655d47"
      },
      "source": [
        "d = 0\n",
        "for i in columns:\n",
        "  d = d+c[i]\n",
        "\n",
        "d"
      ],
      "execution_count": 137,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "4.768600352268834"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 137
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "JDE9zjtwBKx7",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "c = c*weights"
      ],
      "execution_count": 131,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "ai3WuQC4BXHk",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 202
        },
        "outputId": "336c56c7-6df0-42cc-8664-eb4f22af9ae8"
      },
      "source": [
        "c"
      ],
      "execution_count": 132,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "ASAHIINDIA       0.027894\n",
              "FRETAIL          0.002053\n",
              "HCLTECH          0.079134\n",
              "ICICIBANK        0.008760\n",
              "KANSAINEROLAC    0.045578\n",
              "LALPATHLABS      0.086974\n",
              "MPHASIS          0.125673\n",
              "RELIANCE         0.082246\n",
              "SUNTECK          0.003373\n",
              "TECHM            0.034199\n",
              "dtype: float64"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 132
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "2vtYWM-fBYVf",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "8eebbb2b-9fb3-439c-f2c3-063fc9e1de05"
      },
      "source": [
        "d = 0\n",
        "for i in columns:\n",
        "  d = d+c[i]\n",
        "\n",
        "d"
      ],
      "execution_count": 133,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "0.49588399174998277"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 133
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "ZJ4FfHB1BcyV",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "np.random.seed(42)\n",
        "num_ports = 6000\n",
        "all_weights = np.zeros((num_ports, len(returns.columns)))\n",
        "ret_arr = np.zeros(num_ports)\n",
        "vol_arr = np.zeros(num_ports)\n",
        "sharpe_arr = np.zeros(num_ports)\n",
        "\n",
        "for x in range(num_ports):\n",
        "    # Weights\n",
        "    weights = np.array(np.random.random(10))\n",
        "    weights = weights/np.sum(weights)\n",
        "    \n",
        "    # Save weights\n",
        "    all_weights[x,:] = weights\n",
        "    \n",
        "    # Expected return\n",
        "    ret_arr[x] = np.sum( (returns.mean() * weights * 252))\n",
        "    \n",
        "    # Expected volatility\n",
        "    vol_arr[x] = np.sqrt(np.dot(weights.T, np.dot(returns.cov()*252, weights)))\n",
        "    \n",
        "    # Sharpe Ratio\n",
        "    sharpe_arr[x] = ret_arr[x]/vol_arr[x]\n"
      ],
      "execution_count": 114,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "9MvTzal7Mtv6",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "4f1d0b06-422b-44a8-de49-5dcccec7d08e"
      },
      "source": [
        "sharpe_arr.max()"
      ],
      "execution_count": 115,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "5.542586217706546"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 115
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "1j2eYoygNG7g",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "72764d96-be36-4c9b-842c-e055366c3b40"
      },
      "source": [
        "sharpe_arr.argmax()"
      ],
      "execution_count": 116,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "5816"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 116
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "e6_O2lVpNK2b",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 50
        },
        "outputId": "b615a04c-ef38-43a8-e2f1-31a8be2f387d"
      },
      "source": [
        "print(all_weights[5816,:])"
      ],
      "execution_count": 117,
      "outputs": [
        {
          "output_type": "stream",
          "text": [
            "[0.02136689 0.22848799 0.11742261 0.09469107 0.09013959 0.00241058\n",
            " 0.23221643 0.04543684 0.16279953 0.00502847]\n"
          ],
          "name": "stdout"
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "4hzSr-TeNXO9",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 50
        },
        "outputId": "a8efb515-6f1b-4ce1-b262-28897b569fb0"
      },
      "source": [
        "weights = all_weights[5816,:]\n",
        "weights"
      ],
      "execution_count": 151,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "array([0.02136689, 0.22848799, 0.11742261, 0.09469107, 0.09013959,\n",
              "       0.00241058, 0.23221643, 0.04543684, 0.16279953, 0.00502847])"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 151
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "5MUtLf4cNqu1",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "8c719b0f-8986-4423-9ca1-82c0316f8d9b"
      },
      "source": [
        "d = 0\n",
        "for i in columns:\n",
        "  d = d+c[i]\n",
        "\n",
        "d"
      ],
      "execution_count": 124,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "0.7132334946322033"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 124
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "g92owij2N3gC",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 195
        },
        "outputId": "3b8046b0-ded7-4cae-a0b9-388722efed2f"
      },
      "source": [
        "returns.head()"
      ],
      "execution_count": 138,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>-0.012078</td>\n",
              "      <td>0.067134</td>\n",
              "      <td>0.060505</td>\n",
              "      <td>0.071768</td>\n",
              "      <td>0.038262</td>\n",
              "      <td>0.044014</td>\n",
              "      <td>0.059691</td>\n",
              "      <td>-0.049812</td>\n",
              "      <td>0.016577</td>\n",
              "      <td>0.033457</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>0.094749</td>\n",
              "      <td>0.147180</td>\n",
              "      <td>0.068067</td>\n",
              "      <td>0.042629</td>\n",
              "      <td>0.054554</td>\n",
              "      <td>0.068803</td>\n",
              "      <td>0.035177</td>\n",
              "      <td>-0.049950</td>\n",
              "      <td>-0.043247</td>\n",
              "      <td>0.046077</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>0.036548</td>\n",
              "      <td>-0.014830</td>\n",
              "      <td>-0.051698</td>\n",
              "      <td>0.011401</td>\n",
              "      <td>0.052190</td>\n",
              "      <td>0.042127</td>\n",
              "      <td>-0.021635</td>\n",
              "      <td>-0.049974</td>\n",
              "      <td>0.046684</td>\n",
              "      <td>-0.021834</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>0.030118</td>\n",
              "      <td>-0.000563</td>\n",
              "      <td>-0.004930</td>\n",
              "      <td>0.061486</td>\n",
              "      <td>0.036693</td>\n",
              "      <td>0.029069</td>\n",
              "      <td>-0.038084</td>\n",
              "      <td>-0.049863</td>\n",
              "      <td>0.061239</td>\n",
              "      <td>-0.021545</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>5</th>\n",
              "      <td>0.010696</td>\n",
              "      <td>-0.032986</td>\n",
              "      <td>-0.065423</td>\n",
              "      <td>-0.051400</td>\n",
              "      <td>0.014410</td>\n",
              "      <td>-0.077828</td>\n",
              "      <td>-0.027052</td>\n",
              "      <td>-0.049596</td>\n",
              "      <td>-0.004336</td>\n",
              "      <td>0.045031</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "    SUNTECK  RELIANCE   MPHASIS  ...   FRETAIL  ASAHIINDIA     TECHM\n",
              "1 -0.012078  0.067134  0.060505  ... -0.049812    0.016577  0.033457\n",
              "2  0.094749  0.147180  0.068067  ... -0.049950   -0.043247  0.046077\n",
              "3  0.036548 -0.014830 -0.051698  ... -0.049974    0.046684 -0.021834\n",
              "4  0.030118 -0.000563 -0.004930  ... -0.049863    0.061239 -0.021545\n",
              "5  0.010696 -0.032986 -0.065423  ... -0.049596   -0.004336  0.045031\n",
              "\n",
              "[5 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 138
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "KWcHeJTvTXTr",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "returns['daily_returns'] = returns.dot(weights)"
      ],
      "execution_count": 140,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "D_sYLl3OUjtV",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 402
        },
        "outputId": "e11ba40e-e18f-4331-aa24-ee2bb4187bd3"
      },
      "source": [
        "returns"
      ],
      "execution_count": 141,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "      <th>daily_returns</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>-0.012078</td>\n",
              "      <td>0.067134</td>\n",
              "      <td>0.060505</td>\n",
              "      <td>0.071768</td>\n",
              "      <td>0.038262</td>\n",
              "      <td>0.044014</td>\n",
              "      <td>0.059691</td>\n",
              "      <td>-0.049812</td>\n",
              "      <td>0.016577</td>\n",
              "      <td>0.033457</td>\n",
              "      <td>0.039605</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>0.094749</td>\n",
              "      <td>0.147180</td>\n",
              "      <td>0.068067</td>\n",
              "      <td>0.042629</td>\n",
              "      <td>0.054554</td>\n",
              "      <td>0.068803</td>\n",
              "      <td>0.035177</td>\n",
              "      <td>-0.049950</td>\n",
              "      <td>-0.043247</td>\n",
              "      <td>0.046077</td>\n",
              "      <td>0.042760</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>0.036548</td>\n",
              "      <td>-0.014830</td>\n",
              "      <td>-0.051698</td>\n",
              "      <td>0.011401</td>\n",
              "      <td>0.052190</td>\n",
              "      <td>0.042127</td>\n",
              "      <td>-0.021635</td>\n",
              "      <td>-0.049974</td>\n",
              "      <td>0.046684</td>\n",
              "      <td>-0.021834</td>\n",
              "      <td>-0.001331</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>0.030118</td>\n",
              "      <td>-0.000563</td>\n",
              "      <td>-0.004930</td>\n",
              "      <td>0.061486</td>\n",
              "      <td>0.036693</td>\n",
              "      <td>0.029069</td>\n",
              "      <td>-0.038084</td>\n",
              "      <td>-0.049863</td>\n",
              "      <td>0.061239</td>\n",
              "      <td>-0.021545</td>\n",
              "      <td>0.013205</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>5</th>\n",
              "      <td>0.010696</td>\n",
              "      <td>-0.032986</td>\n",
              "      <td>-0.065423</td>\n",
              "      <td>-0.051400</td>\n",
              "      <td>0.014410</td>\n",
              "      <td>-0.077828</td>\n",
              "      <td>-0.027052</td>\n",
              "      <td>-0.049596</td>\n",
              "      <td>-0.004336</td>\n",
              "      <td>0.045031</td>\n",
              "      <td>-0.025395</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>86</th>\n",
              "      <td>0.014946</td>\n",
              "      <td>-0.037218</td>\n",
              "      <td>-0.019194</td>\n",
              "      <td>-0.018623</td>\n",
              "      <td>-0.009162</td>\n",
              "      <td>-0.002982</td>\n",
              "      <td>-0.025335</td>\n",
              "      <td>0.049905</td>\n",
              "      <td>0.012008</td>\n",
              "      <td>-0.011617</td>\n",
              "      <td>-0.007823</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>87</th>\n",
              "      <td>0.016949</td>\n",
              "      <td>0.005819</td>\n",
              "      <td>0.011514</td>\n",
              "      <td>-0.015312</td>\n",
              "      <td>-0.030629</td>\n",
              "      <td>-0.017376</td>\n",
              "      <td>0.001512</td>\n",
              "      <td>0.049796</td>\n",
              "      <td>0.001483</td>\n",
              "      <td>-0.002439</td>\n",
              "      <td>0.000646</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>88</th>\n",
              "      <td>0.022131</td>\n",
              "      <td>-0.019798</td>\n",
              "      <td>0.002381</td>\n",
              "      <td>0.005662</td>\n",
              "      <td>0.033862</td>\n",
              "      <td>0.005363</td>\n",
              "      <td>0.014020</td>\n",
              "      <td>-0.049590</td>\n",
              "      <td>0.018069</td>\n",
              "      <td>0.010226</td>\n",
              "      <td>0.006260</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>89</th>\n",
              "      <td>-0.026731</td>\n",
              "      <td>-0.028107</td>\n",
              "      <td>-0.011529</td>\n",
              "      <td>-0.013956</td>\n",
              "      <td>0.021220</td>\n",
              "      <td>-0.010236</td>\n",
              "      <td>0.001064</td>\n",
              "      <td>-0.049909</td>\n",
              "      <td>0.017457</td>\n",
              "      <td>-0.011810</td>\n",
              "      <td>-0.009245</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>90</th>\n",
              "      <td>0.046690</td>\n",
              "      <td>0.070483</td>\n",
              "      <td>-0.035602</td>\n",
              "      <td>-0.013456</td>\n",
              "      <td>-0.023038</td>\n",
              "      <td>0.022578</td>\n",
              "      <td>-0.018840</td>\n",
              "      <td>0.044413</td>\n",
              "      <td>0.018587</td>\n",
              "      <td>-0.031101</td>\n",
              "      <td>-0.002333</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>90 rows × 11 columns</p>\n",
              "</div>"
            ],
            "text/plain": [
              "     SUNTECK  RELIANCE   MPHASIS  ...  ASAHIINDIA     TECHM  daily_returns\n",
              "1  -0.012078  0.067134  0.060505  ...    0.016577  0.033457       0.039605\n",
              "2   0.094749  0.147180  0.068067  ...   -0.043247  0.046077       0.042760\n",
              "3   0.036548 -0.014830 -0.051698  ...    0.046684 -0.021834      -0.001331\n",
              "4   0.030118 -0.000563 -0.004930  ...    0.061239 -0.021545       0.013205\n",
              "5   0.010696 -0.032986 -0.065423  ...   -0.004336  0.045031      -0.025395\n",
              "..       ...       ...       ...  ...         ...       ...            ...\n",
              "86  0.014946 -0.037218 -0.019194  ...    0.012008 -0.011617      -0.007823\n",
              "87  0.016949  0.005819  0.011514  ...    0.001483 -0.002439       0.000646\n",
              "88  0.022131 -0.019798  0.002381  ...    0.018069  0.010226       0.006260\n",
              "89 -0.026731 -0.028107 -0.011529  ...    0.017457 -0.011810      -0.009245\n",
              "90  0.046690  0.070483 -0.035602  ...    0.018587 -0.031101      -0.002333\n",
              "\n",
              "[90 rows x 11 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 141
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "bQHFuoTQUtPp",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "cumu_returns_daily = (1+returns).cumprod()"
      ],
      "execution_count": 142,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "CLbRVcERVDsW",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 195
        },
        "outputId": "c9f3d19e-929f-476c-dac9-c3dc7b372815"
      },
      "source": [
        "cumu_returns_daily.tail(5)"
      ],
      "execution_count": 143,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "      <th>daily_returns</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>86</th>\n",
              "      <td>0.987922</td>\n",
              "      <td>2.380547</td>\n",
              "      <td>1.852114</td>\n",
              "      <td>1.525860</td>\n",
              "      <td>1.457497</td>\n",
              "      <td>1.236092</td>\n",
              "      <td>1.669766</td>\n",
              "      <td>1.038064</td>\n",
              "      <td>1.214775</td>\n",
              "      <td>1.399667</td>\n",
              "      <td>1.516262</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>87</th>\n",
              "      <td>1.004667</td>\n",
              "      <td>2.394399</td>\n",
              "      <td>1.873440</td>\n",
              "      <td>1.502496</td>\n",
              "      <td>1.412856</td>\n",
              "      <td>1.214613</td>\n",
              "      <td>1.672290</td>\n",
              "      <td>1.089756</td>\n",
              "      <td>1.216577</td>\n",
              "      <td>1.396252</td>\n",
              "      <td>1.517242</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>88</th>\n",
              "      <td>1.026901</td>\n",
              "      <td>2.346996</td>\n",
              "      <td>1.877899</td>\n",
              "      <td>1.511003</td>\n",
              "      <td>1.460698</td>\n",
              "      <td>1.221127</td>\n",
              "      <td>1.695735</td>\n",
              "      <td>1.035714</td>\n",
              "      <td>1.238559</td>\n",
              "      <td>1.410530</td>\n",
              "      <td>1.526739</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>89</th>\n",
              "      <td>0.999451</td>\n",
              "      <td>2.281029</td>\n",
              "      <td>1.856249</td>\n",
              "      <td>1.489916</td>\n",
              "      <td>1.491694</td>\n",
              "      <td>1.208627</td>\n",
              "      <td>1.697539</td>\n",
              "      <td>0.984023</td>\n",
              "      <td>1.260180</td>\n",
              "      <td>1.393873</td>\n",
              "      <td>1.512624</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>90</th>\n",
              "      <td>1.046116</td>\n",
              "      <td>2.441802</td>\n",
              "      <td>1.790163</td>\n",
              "      <td>1.469867</td>\n",
              "      <td>1.457329</td>\n",
              "      <td>1.235915</td>\n",
              "      <td>1.665558</td>\n",
              "      <td>1.027726</td>\n",
              "      <td>1.283604</td>\n",
              "      <td>1.350521</td>\n",
              "      <td>1.509095</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "     SUNTECK  RELIANCE   MPHASIS  ...  ASAHIINDIA     TECHM  daily_returns\n",
              "86  0.987922  2.380547  1.852114  ...    1.214775  1.399667       1.516262\n",
              "87  1.004667  2.394399  1.873440  ...    1.216577  1.396252       1.517242\n",
              "88  1.026901  2.346996  1.877899  ...    1.238559  1.410530       1.526739\n",
              "89  0.999451  2.281029  1.856249  ...    1.260180  1.393873       1.512624\n",
              "90  1.046116  2.441802  1.790163  ...    1.283604  1.350521       1.509095\n",
              "\n",
              "[5 rows x 11 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 143
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "T64aAwCaVILY",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 282
        },
        "outputId": "7ac4a68f-d863-44e9-9a00-3c3cc611a048"
      },
      "source": [
        "cumu_returns_daily['daily_returns'].plot()"
      ],
      "execution_count": 144,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "<matplotlib.axes._subplots.AxesSubplot at 0x7f846295d518>"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 144
        },
        {
          "output_type": "display_data",
          "data": {
            "image/png": "iVBORw0KGgoAAAANSUhEUgAAAXQAAAD4CAYAAAD8Zh1EAAAABHNCSVQICAgIfAhkiAAAAAlwSFlzAAALEgAACxIB0t1+/AAAADh0RVh0U29mdHdhcmUAbWF0cGxvdGxpYiB2ZXJzaW9uMy4yLjIsIGh0dHA6Ly9tYXRwbG90bGliLm9yZy+WH4yJAAAgAElEQVR4nO3deXxU1f3/8deZyb6QkJ2EhISELYABDEsQKygqKoq74lKtW6lWq9aqXb7a1q91aX+t9qtWrfuGAu67gij7EnYIwZB938m+zcz5/TEhGklISCYzmZnP8/HwUTL3zr2fTG/eOTn33HOU1hohhBDOz+DoAoQQQtiGBLoQQrgICXQhhHAREuhCCOEiJNCFEMJFeDjqxGFhYTo+Pt5RpxdCCKe0Y8eOKq11eE/bHBbo8fHxpKenO+r0QgjhlJRS+b1tky4XIYRwERLoQgjhIiTQhRDCRUigCyGEi5BAF0IIFyGBLoQQLkICXQghXIQEuhBC9IPWmo/3lFDZ0OboUnolgS6EEP2wLquK25fvYtkbOzCZLb3u126ycPvyXfzjy0N2rM5KAl0IIfrh6W8O4+dlZEd+Lc98m93jPhaL5ner9vDxnhKeWnuYnQW1dq1RAl0IIfqwNaeabXk13Hv2BJZMi+bJNVns6iGsH/sikw93l3D76UlEjvDmgQ/3Y7bYb1U4CXQhhOjDU2sPExbgxZWz4vjrkilEjfDhrnd209RmAqz96y9tyOW5dTn8PG0Md585nj+el8z+4nre2lZgtzodNjmXEEI4gz2FR1ifVcX950zEx9OIj6eRf16ewpX/3cKSpzeitaa0rpXmdjNnT47kwfMno5Ti/JNGsXxrAf/48hDnTR1FiL/XkNcqLXQhhDiOp9YeJsjXk2vmjOl6bfbYUP56wWQCvD0YHxnI0llxPHThFJ68cjpGgwJAKcVfl0ymqc3EY59n2qVWaaELIUQvMsvq+TqjnDsXjiPAu3tcXpsWz7Vp8cd9/7jIQG6Yl8Dz63LILKvn2rR4Fp80Ch9P45DUKy10IYTogdmieeCDAwR6e3D93PgBH+d3Z0/gLxdMprHNxD0r95D2yBre2NLrlOaD0megK6VeUkpVKKX297J9vlKqTim1u/O/B2xfphBC2NdLG3LZllfDgxdMJthv4P3fnkYD182NZ/Xdp/HWTbOZnRCKn9fQtND70+XyCvAU8Npx9lmvtV5sk4qEEMLBDpU18PcvD3FWciSXzIixyTGVUsxNCmNuUphNjteTPlvoWut1QM2QVSCEEMNIu8nC3St2E+jjwd8unopSytEl9Zut+tDTlFJ7lFKfK6Um2+iYQghhd//3TRYHSup55OKphAV4O7qcE2KLUS47gTFa60al1LnAB8C4nnZUSt0C3AIQFxdng1MLIYTttJnM/Hd9DuenRHPW5ChHl3PCBt1C11rXa60bO//9GeCplOqxk0hr/bzWOlVrnRoeHj7YUwshhE3tyK+ltcPCkpRoR5cyIIMOdKVUlOrsZFJKzeo8ZvVgjyuEEPa28XAVRoNi9tgQR5cyIH12uSillgPzgTClVBHwIOAJoLV+FrgU+JVSygS0AFdqre03G40QQtjIhqwqpsUGE+jj6ehSBqTPQNdaL+1j+1NYhzUKIYTTqmvuYG9xHXec3uMtQKcgT4oKIQSwOacKrWHeuKEbJz7UJNCFEALYcLgKfy8j02KDHV3KgEmgCyEE1v7zOWND8TQ6byw6b+VCCGEjhTXN5FU3c8oQPpZvDxLoQgiXV17fykXPbGTj4aoet2/Ktr7uzP3nIIEuhHADy7cVsKvgCHev2E1dc8cx29dnVRER6M24iAAHVGc7EuhCCJdmtmje2V7I+MgAqhvbeeCj7jOBWyyaTdnVzEsKc6qJuHoigS6EcGnffV9BaV0rdy0cz+2nj+PD3SV8tq8UsC7u/OWBMmqa2p2+/xxkCTohhIt7a2shYQHeLEyOZGFyJGsyy/nj+/vQGl7ZlMv2vFpign1ZMDHC0aUOmrTQhRAuq6yulbWHKrgsdTSeRgOeRgP/vDyFpnYzt721k6LaFv66ZDJrfnsaIf4DX5VouJAWuhDCZa1ML8Rs0Vw5M7brtaSIQJ675mQqGlq5cHoM3h5DsxycI0igCyFcktmieXt7IfOSwhgT6t9tmyt0r/REulyEEC5pfVYlxUdaWDrLfRbTkUAXQrik93YWE+LvxZnJkY4uxW4k0IUQLqfdZGFtZgULJ0Xg5eE+Mec+36kQwm1sza2moc3EmcnOty7oYEigCyFcztcZ5fh4GpjnAg8LnQgJdCGES9FaszqjnFPHhePr5TpDEvtDAl0I4VIOlNRTUtfqVjdDj5JAF0K4lK8yyjEoOMNFx5ofjwS6EMKlfHWgjNQxIYQGeDu6FLuTQBdCuIzCmmYyyxrcsrsFJNCFEC7k64xyAAl0IYRwdl9nlDMuIoD4MP++d3ZBEuhCCKeyOqOcz/eV0m6ydL1W1djGXe/sZnNONedMHeXA6hxLZlsUQgw7Wusel4Nbm1nBza+nozWE+ntxycmjGRXkw7++/p6WDjO3n57EbQsSHVDx8CCBLoQYdh786AAbDlfxzNUzmBg1AoDsykbueHsXk6JGcPeZ41m5o5AXN+RitmjmjA3hfy+cSpKTL/I8WBLoQohhRWvN5/vLqGxo4+JnNvH/LkthblIYN7+ajpfRwH+vSyUm2JeFyZFU1LeSX9NM6piRTr/Asy1IoAshhpWCmmYqG9q444xxrM+q5Fdv7iQ+1I+i2hbeunkOMcG+XftGjPAhYoSPA6sdXuSmqBBiWNmWWwPA4pNG8fYtc7giNZa86mb+smQysxJCHFzd8CYtdCHEsJKeV0uwnydJ4QEYDIpHL5nKPWdPIDzQ/Z78PFHSQhdCDCvb82pIHTMSg8HaJ66UkjDvpz4DXSn1klKqQim1v4/9ZiqlTEqpS21XnhDCnVQ2tJFT1cTMeOlaGYj+tNBfARYdbwellBF4DPjKBjUJIdzUjnxr//lM6SsfkD4DXWu9DqjpY7fbgXeBClsUJYRwT9tya/HxNDAlOsjRpTilQfehK6VigIuA//Rj31uUUulKqfTKysrBnloIMcw1tHaw5mA5Wut+7Z+eX8O02GC3WtjZlmzxqT0B3Ke1tvS1o9b6ea11qtY6NTw83AanFkIMV3XNHVz9wlZufDWdt7YV9Ll/U5uJAyX10n8+CLYI9FTgbaVUHnAp8IxS6kIbHFcI4aTqmju45sWtZJY2MDEqkIc/PUhhTXP3fVo62F9c1/X1zoJazBYtgT4Igw50rXWC1jpeax0PrAJu1Vp/MOjKhBBO6WiYHypr4NlrZ/DCdakYlOLeVXuxWKxdL7lVTVzw1AYW/98GHvsiE7NFsz2vFoOC6XHBDv4OnFefDxYppZYD84EwpVQR8CDgCaC1fnZIqxNCOJ1fL9/ZFeanT7QuNPGn8yZx/3v7eGNrPpOjg7jp1e0opTg/JZr/fJvN/uI66ltNJEePINDH08HfgfPqM9C11kv7ezCt9fWDqkYI4dT2F9exPquK+8+Z2BXmAFfMjOWz/WU88lkmFq0ZFeTDK7+YRXyYP3MTQ3nwwwO0my1cPzfeccW7ALmVLISwmZc35uHnZWTprLhuryuleOySqXh5GEiOHsG7v5rbtarQ0llxrFiWxqz4EC6eEeOIsl2GzOUihLCJyoY2Pt5TwpWzYgnyPbbbZFSQL+vuXUCAtwdGQ/epbqfFBrNiWZq9SnVZEuhCCJt4c2s+7WYL1x2n26SnoBe2I10uQohBazOZeWNLAfMnhJMY7t6rBjmSBLoQYtA+2VNKVWMbN5yS4OhS3JoEuhBiULTWvLQxl6SIAE4dF+boctyaBLoQYlC+PFDOgZJ6rp8bL+t6OpgEuhBiwCoaWvnD+/uYHD2Cy1NjHV2O25NAF0IMiNaa+9/dR1ObiSeumCYzJA4D8v+AEGJAlm8r5JvMCu4/ZyLjIgMdXY5AAl0IMQC5VU089EkG85LCuC4t3tHliE4S6EK4sbrmDlZsL6TD3OdyBt08+vlBPI2Kf1yW0rWYs3A8eVJUCDfVZjJz8+vpbMutAUW/b2pW1Ley+mAFN52aQFSQzxBXKU6EtNCFcENHb2huy60h1N+Llzbk9nuZuJU7ijBbNFfOjOt7Z2FXEuhCuKEnVmfx/q5i7jlrPPcumkBmWQNbcvpaCx4sFs3b2wuYMzaEhM7ZEsXwIYEuhJt5a2sBT67J4rKTR3PbgiSWTIthpJ8nL2/M7fO9m7KrKaxpOWZ6XDE8SKAL4SbqWzu48+1d/OH9fZw6LoyHL5qKUgofTyNXzY7j64PlFFQ3H/cYy7cVEOznydmTo+xUtTgREuhCuIFtuTWc88R6Pt5byl0Lx/Py9TO7PQh07Zx4jErx6ua8Xo9R3djGVxllXDx9ND6exqEvWpwwCXQhXFx6Xg1L/7sFD6Ni5bI0frNwHB7G7j/6UUE+nDt1FCu2F9LYZurxOO/uLKLDrFk6Sx7xH64k0IVwYc3tJu5ZuYdRQT58fPs8ZsSN7HXfG+Yl0NBm4pm1h7FYuo94qWlq562tBaSOGSlPhQ5jEuhCuLDHvzhEXnUzf780hRE+x18taFpsMOdMieKZb7O57LnNZJbVY7Fo3tpawOn/71uKaltYdlqinSoXAyEPFgnhorbkVPPKpjyunxtPWmJov97zzNUzeHdnMQ9/msHif28gPsyfwxWNzE4I4aELpzBeWufDmgS6EC6oqc3E71btYUyoH/cumtDv9ymluPTk0ZwxMYJHPj/IpuxqnrhiGkumRctc505AAl0IF/TcuhyKaltY8cs0/LxO/Md8pL8Xj1+aMgSViaEkfehCuKDVGeXMig9hZnyIo0sRdiSBLoSLqWxoI6O0np+ND3d0KcLOJNCFcDEbD1cB8LNxEujuRgJdCBezLquSkX6eTI4e4ehShJ1JoAvhQrTWrM+q4pSkMFl4wg1JoAsxCGV1rTz8aQZVjW2OLgWAQ+UNVDa0SXeLm5Jhi0IM0J7CI9z8WjoVDW34enlw95njHV0SG7Ks/efzxoU5uBLhCH220JVSLymlKpRS+3vZvkQptVcptVspla6Ummf7MoUYXj7ZW8Llz23Gy8PAxKhAPtlbcsyKP1prKhvs23Jfl1VFUkQA0cG+dj2vGB760+XyCrDoONvXACla62nADcALNqhLiGFr1Y4ifv3WLk4aHcSHt53CtWljyKlsIqO0vtt+7+0sZvbfVrOvqM4udbV2mNmaU82p0jp3W30GutZ6HdDr2lRa60b9Q9PEH+jfwoRCOKmV6YWMjwzgjZtmExrgzTlTRmE0KD7ZW9q1j8Wi+c932Vg0PPtdtl3qSs+rpc1kkf5zN2aTm6JKqYuUUpnAp1hb6UK4pA6zhT1FRzglKQxvD+siDyH+XsxLCuPjPT90u6w9VMHhikYmRgXy+f5S8qqahry29VmVeBoVs8fK06HuyiaBrrV+X2s9EbgQeKi3/ZRSt3T2s6dXVlba4tRC2FVGST2tHRZOHtN9XvHFJ42iqLaF3YVHAHh+XQ7RQT68dP1MPAwGXtiQM+S1rc+q4uQxIwc0d4twDTYdttjZPTNWKdVjJ57W+nmtdarWOjU8XP4sFM5nR34twDGBftbkKLyMBj7ZW8qewiNsza3hhnkJRAf7cvGMGFamFw3p0MbvyxvIKK3n9IkRQ3YOMfwNOtCVUkmqc15NpdQMwBuoHuxxhRiOduTXEhPsy6ig7qNIgnw9+dn4cD7dW8pz67IJ9PHgyllxANz8s7G0my28tilvyOp6ZVMe3h4GLj1ZlodzZ/0Ztrgc2AxMUEoVKaVuVEotU0ot69zlEmC/Umo38DRwhf7p+C0hXIDWmvT8mmNa50ednzKKsvpWPttXxlWz4wjwtnZ9JIYHcOakSF7dnE9TL+t1DkZdcwfv7SziwmkxhPh72fz4wnn02dmmtV7ax/bHgMdsVpEQw1TxkRbK69t6DfSFkyLx8TRgtmh+MTeh27ZfnpbIVxnl3L1iN1fOjCMtMRQfT6NN6nonvYDWDgvXzY23yfGE85K7J0L0U2/950f5e3tw6/wkFBAV5NNt28ljRnLTvASWbyvgywPl+HkZOTM5kj+cO4nIET49Hq8/zBbNq5vymZ0QQrJMxuX2JNCF6Ked+bX4eRmZGNX7upp3nDGu121/WpzM7xZNYHN2NV9nlPPuziK+PVTJQxdO4YKU6AHVtPpgOcVHWvifxckDer9wLTI5lxD9lJ5fy7TYYDyMA/+x8fYwMn9CBA9fNJXP7jiVhDB/7li+i9ve2kl9a8cJH++VjXnEBPuycJKMbhES6EL0S1ObiYOl9b12twzE2PAAVi1L43dnT+CL/WU8/kVmv99rsWg+21fK5pxqfp42ZlC/ZITrkC4XIfphd+ERLLr3/vOB8jAauG1BEqV1Lby9rZBbTk0kLtSv1/1rmtp5e3sBy7cVUFjTQkywL1fMlKGKwkp+rQvRDzvya1EKpsfZNtCPuv30cRgNiifWfN/rPi3tZi58eiOPf3GImGBf/m/pdL655zSC/WSoorCSFroQ/bAjv5bxEYEE+XoOyfEjR/hw3dx4/rs+h2WnJTI+8tgbr0+vPUxBTTOv3TBLFoAWPZIWuhB9yK1qYmd+LTNs3N3yU8tOS8Tfy4N/fnVsKz27spHn1mVz8YwYCXPRKwl0IY7jw93FLP73eoxGxVWdj/IPlRB/L246NYEvDpSxp3OSL7A+ofrAh/vx9TTy+3MmDWkNwrlJoAvRg9YOM/et2stv3t7NpFEj+OyOU5k6OmjIz3vjvARG+nny25V7WLWjiKY2Ex/tKWHj4Wp+t2gi4YHeQ16DcF7KUdOupKam6vT0dIecW4i+PP5FJs98m82vFyRx58Jxdh0W+HVGOf/7aQb51c34eRkxGhQJYf68f+spGA3KbnWI4UkptUNrndrTNrkpKsRPNLWZeGNLPudOjeKesyfY/fxnJkeycFIEO/JrWbWjiK25NfztoqkS5qJPEuhC/MS7O4uobzVx47yxDqtBKUVqfAip8bL6kOg/6UMX4kfMFs2LG3KZHhds84eIhBhqEuhC/Mjqg+XkVzdzkwNb50IMlAS6ED/y4vpcYoJ9OXtypKNLEeKESaAL0WlP4RG25dXwi1PiZbIr4ZTkqhWi0wsbcgn09pDJroTTkkAXAiita+GzfaVcMTOWQJ+hma9FiKEmgS4E8NrmfLTWsi6ncGoS6MLttbSbWb6tgDOTI4kN6X0uciGGOwl04fbe31XMkeYObjglwdGlCDEoEujCrWmteXljLsmjRjArQZ7KFM5NAl24tQ2Hq8iqaOSGeQkoJXOlCOcmgS7c2ssb8wgL8OL8lFGOLkWIQZNAdyNVjW0U1TY7uoxhI7eqiW8yK7h69hi8PYyOLkeIQZNAdyP3rdrLLa/tcHQZw8abW/LxMCiunjO0KxEJYS8yfa6bMJktbMmpxmTRWCwag5vPrd3aYWbVziLOnhxFRKCPo8sRwiakhe4m9pfU09Rups1kobKxzdHlONzn+0s50tzBVbOldS5chwS6m9iSU93174Ia6Ud/c0sBCWH+pI0NdXQpQtiMBLqb2JpTTYC3tYetoNq9A/1QWQPp+bVcNSvO7buehGuRQHcDJrOF7Xm1nDs1CqWg0M1Hury1NR8vo4FLTh7t6FKEsKk+A10p9ZJSqkIptb+X7VcrpfYqpfYppTYppVJsX6YYjIzSehrbTJw6LpxRI3zcusulud3EezuLOXdqFCH+Xo4uRwib6k8L/RVg0XG25wKnaa2nAg8Bz9ugLmFDR/vPZ48NYXSIH4VuHOif7Cmloc3E1XPGOLoUIWyuz0DXWq8Dao6zfZPWurbzyy2A/B07zGzNqWFsmD8RgT7Ehfi5bQu9sqGNf63+nolRgaTKAtDCBdm6D/1G4PPeNiqlblFKpSul0isrK218atETs0WzLbeG2Z2jOeJC/Civb6O1w+zgyuyrw2zhtjd3Utvczj8uS5F5W4RLslmgK6UWYA30+3rbR2v9vNY6VWudGh4ebqtTi+M4WFpPQ5uJOWOtMwnGdc73PdRTAGzNqebcJ9dTXt86pOfpr4c+yWBbXg2PXXISU2KCHF2OEEPCJoGulDoJeAFYorWu7mt/YT9d/ecJ1hb60QUchrLbpb61g7ve2U1GaT0rthcO2Xn6a8X2Ql7bnM/NpyawZFqMo8sRYsgMOtCVUnHAe8C1WuvvB1+SsKUtOTXEh/oRFWR9vP1oC72wpmXIzvnnjw5Q3tBGQpg/K3cUYbHoITtXXyrqW/nTB/uZlxTGfYsmOqwOIeyhP8MWlwObgQlKqSKl1I1KqWVKqWWduzwAhALPKKV2K6XSh7BecQIqG9rYllvd1ToHCAvwwtfTOGQt9C/2l/LezmJum5/I7acnUVDTzLa8Xu+pD7nVBytoN1v4n8XJeBjlsQvh2vqcnEtrvbSP7TcBN9msIjFoxUdaeP67bN7eXki72cLiH831rZQiNsR3SAK9oqGV37+3j6kxQdx+xjhMZs0DHx5gZXoRcxz0iP2ag+WMHunL+MgAh5xfCHuS2RZdiMls4YnVWTz7XTYAF8+IYdlpiYwN7x5mcUMwFv1gaT33rtpLc7uZf12RgqfRgKcRzk8ZxQe7SvjLksldUw/YS0u7mQ2Hq1g6K05GtQi3IIHuIioaWrlj+S625NRw8YwYfnvWBGKCfXvcNzbEj03Z1WitBx10TW0mnlyTxYsbcgny9eTJK6eTFBHYtf2y1FiWbyvk070lXDHTOrOh1hqTReM5xF0gm7KraDNZOGNSxJCeR4jhQgLdBWzNqebXy3fR0NrBPy5L4dI+5iiJC/Gjud1MdVM7YQHeAz5vdWMbS57eSFFtC1fOjOW+RRMZ+ZPH6afHBpMY7s+K9CKumBlHdmUjv393HzlVTWy4bwE+nkO3UtDqgxX4exll8WfhNiTQnVx9awc3vLKdyBE+vH7jLCZGjejzPXE/Gro4mEB/fUs+RbUtvHnTbE5JCutxH6UUl6fG8sjnmfzl4wO8uaUAs9aYLZpDZQ2kxAYP+PzHo7Xmm8xyfjY+XJaXE25Dbvs7ufd3FtPUbuaJK6f1K8zhx0MXB96P3tph5o0t+SyYEN5rmB910YwYjAbFyxvzODM5kpXL0gDYX1I34PP3ZX9xPeX1bZwxKXLIziHEcCMtdCex9lAFngYD88b9EJ5aa17fkk/K6CBOGt3/lu7okYMP9I/2lFDV2M6N88b2uW9EoA//vDyFET6eLJgYgdaaIF9P9hcPXaCvySxHKVgwQZ5IFu5DWugOZLFoHvsik8yy+uPu12Yyc9c7u1n2xo5uj9JvyanhcEXjCc8c6OtlJDzQe8BDF7XWvLQhl4lRgZyS1L/hiEumxbBgovXmpFKKqTFB7C8+/vc9GGsOVjAjbiShg+hSEsLZSKA70FcZZfzn22xe3ZR/3P1WZ1RwpLmDxjYTD32S0fX6G1vzCfL15PyTok/43MebdXFleiGX/mcTb27Np6X92Em8NmVXk1nWwA3zEgY8SmZyzAgOlTXQbrIM6P3HU17fyr7iOk6fKKNbhHuRQHcQrTVPr7WOF9+cXXXcfVekFxId5MNvzhjHJ3tLWZ9VSUV9K1/uL+Oyk0fj63XiN/2sY9G7P/5vtmj+9tlBfrdqLzlVTfzx/f2kPbqGx7/I7NY988L6HMICvLgg5cR/kRw1NSaIdrOF78sbBnyM3nyxvwyAhdJ/LtyMBLqDrM+qYl9xHVNiRpBX3UzJkZ7nVik50sK6rEouPXk0ty5IJCHMn//5YD+vbc7HZNEDXqghNsSPkrqWrhZyY5uJX76ezvPrcrh2zhi2/uEMVvwyjdkJIfznu2xOfXwtlz27iafXHmbtoUqumTNmUEMOp0RbZzy0dT/6jvwaHvn8INPjguXpUOF25Kaogzy19jCjgnz420VTueCpjWzOru5xjcv3dhahNVx6cizeHkYeWjKFa17cylNrD3PquDASwvwHdP64ED+0hjvf2UVZXStZFY00t5v565LJ/DwtHoBZCSHMSgihqLaZD3eX8P6uYv7+5SG8PAxcM8gVf8aE+hHo42HTkS6ZZfX84uXtRAf58t+fp8rTocLtSKA7wPa8Grbl1vDA4mSmRAcx0s+TTT0EusWiWZFeRNrYUOJCrSNT5o0L4/yUaD7eU8LVswceqieNDsLTqNieV0tiuD/np0SzJCW6ayGMHxs90o/bFiRx6/xEDpTUY7LoQY1fB+uN0cnRI9hnoxujhTXN/PzFbfh6GXntxlmDrk8IZySB7gDPrD1MiL8XV86KxWBQpCWGsiXn2Efxt+XVUFDTzF1njuv2/oeWTGZ2QghnJg+8j3h8ZCCZD52D0dD/VqxSyqaLQ0yNCeLVzfl0mC2DmgagobWD617aRpvJwsplaV3DMoVwN9KHbmcHSupYe6iSG06Jx8/L+vs0bWwoxUdajhl1siK9kEBvDxZNHtXt9WA/L66ZM+aEwrgng33/YE2JCaLdZOFwRWOf+1osmg1ZVRwq634TVWvNH9/fT35NM89fezLjIwN7OYIQrk9a6Hb2wa5ivIwGru3spwZIS7Q+LLQpu5oxodY+8bqWDj7bV8rFMwY2isUZHG3t7yuuY9Konp9yPdLczsr0It7Ymk9+dTO+nkaeuWYGCyZYhySuSC/koz0l3HPW+B67i4RwJ9JCt7PNOdVMjwsmyNez67XEcH8iAr3ZnP3D6n1//zKTdpOFawbRTz7cJYT64+9l5EAvI10ySuo55dFvePizg0QEevP3S08iIcyfm19N5/1dRWSVN/DgRwc4JSmUX81PsnP1Qgw/0kK3o7rmDg6U1HPnGeO7va6UtR9942FrP/r2vFre2FLAjfMSSI7u3/wszshgUEyODmJfD4GutebPHx3A29PIymVzuz6HRVOiuOW1Hdz1zh7CA73x9/LgX5dPc3j3kRDDgbTQ7WhLbjVaQ1risV0DcxNDqWps40BJPfe/u5fYEF9+e9b4Ho7iWqbEBJFRWo/5J+uOfrqvlG15Ndxz1oRuv9QCfTx5+RczOWdKFNWNbfzzimlEjPCxd9lCDEvSQrejzdnV+HgaSIk9dqRI2lhrP2USNMwAAAvPSURBVPqv39pJXnUzb9w4u+umqSubEjOC1g4L2ZWNXTc0W9rNPPJZJpNGjeCKmbHHvMfH08jTV82gqqmNiEAJcyGOkha6HW3JqWZmfEiP83PHhvgSE+xLXnUzl548utusiq5saueN0dc259HYZgLg+XU5FB9p4cHzk3vtSjEYlIS5ED/h+k3AYaK6sY3MsgbO72X+E6UUp0+M4KuMMv503iQ7V+c4ieEBXJASzRtbCvh0byk/T4vnuXXZnDs1ymELSwvhrKSFbidbcmqAnvvPj/qfxcmsvvs0gv28et3H1RgMin8vnc4Ht53CSaODeXJNFhYNvz/HfX6pCWEr0kK3k805Vfh7Gbu6GHri5WHAy8M9f8dOiw3m1RtmsbOgFpNZExsiT3sKcaIk0O1kU3Y1sxJChnyle2c3I26ko0sQwmlJuthBeX0rOZVNx+1uEUKIwZJAt4MtOdYnQI8OTRRCiKEggW4Hmw5XM8LHw6Wf+hRCOJ4E+gBVNbZx+bObWZtZ0ed+azLLmTM2VB5PF0IMKQn0AXpxQy7b8mq4Y/kucquaetynw2zh1jd30tBq4o4zxvW4jxBC2IoE+gDUtXTw+uZ85iaG4mFULHt9B83tpmP2e/jTg2zLreHRS6badGEIIYToiQT6ALyxJZ/GNhN/PG8S/146nayKBu57dx9a/zDB1Mr0Ql7ZlMeN8xK4aPqxa4UKIYSt9TkOXSn1ErAYqNBaT+lh+0TgZWAG8Eet9T9sXuUw0tJu5sUNucyfEM7kzpXrf3vWBP7+5SHaOswYlKKmqZ3dhUeYmxjK78+Z6OCKhRDuoj8t9FeARcfZXgPcAbh0kB/1zvYCaprauW3BDwsq3Do/kStnxrIjv5bsykaUgiXTonnqqhl4yINEQgg76bOFrrVep5SKP872CqBCKXWeDesaltpNFp5fl8PM+JHMjA/pel0pxaOXnMSjlziwOCGE27Nr81EpdYtSKl0plV5ZWWnPU3fT1Gbi0c8zqW/tOKH3vbuziJK6Vm6V5c6EEMOQXQNda/281jpVa50aHh4+pOcqrWthzt/W8Pm+0mO2fbqvlGe/y+aj3SX9Pt735Q089EkGqWNGMn/C0NYuhBAD4bIdvH/7LJOy+lbe3Vl8zLbvDln/Ovju+/79lVDf2sEvX9+Bn5cHT101A6XkASEhxPDjkoG+Jaeaj/eUMNLPkw2HK2lpN3dt6zBbWJdlDfJNh6toN1mOeyyLRfPbFXsorGnmmatnEBUkq+QIIYanPgNdKbUc2AxMUEoVKaVuVEotU0ot69wepZQqAu4G/tS5j8MmLTGZLfz5owPEBPvy+KUptHZY2Hi4qmv7zvxaGlpNXDJjNE3tZtLza457vGe+PczXGeX88bxJzEoIOe6+QgjhSP0Z5bK0j+1lwLB5cuaNLflkljXw7DUzOG18OIHeHqzJLGdhciQA335fiYdBce+iCXy0p5jvDlUyN7HnWRBbO8w8uSaL86aO4vq58Xb8LoQQ4sQ5/QIXf/pgHwU1LUyIDCAxPIB/fv0985LCOHtyFEopfjYhnNUHK3jYojEYFGszK0iNH0nkCB9mxofw3feV/P7cnpc7219cR4dZc+H0GOk3F0IMe07dh97UZuLNrQVklNTx6uZ87n9vHy0dZv58QXJXAC+cFEFlQxt7i+soq2sls6yBBRMiADhtfDiZZQ2U1rX0ePzdhUcASImVeViEEMOfU7fQM8vq0RoeufgkTp8YQUFNMxatSQwP6NpnwYQIjAbFmoPlxAT7AjC/M9DnT4jgkc8zWfd9JVfMjDvm+LsLjxAT7EtEoNwIFUIMf07dQj9QUg/A5OgRGA2KhDD/bmEOEOznReqYkXydUc7aQxVEB/kwPtK6z/jIAKJG+PDtoZ6HL+4uPMK02OCh/SaEEMJGnDrQM0rqGennyag+hhIunBRJZlkD3x6qZP7EiK7uGKUUp40PZ0NWFR3m7sMXqxrbKKptke4WIYTTcOpAP1BST3L0iD5vWB4d4dJmsnT1nx81f0I4DW0mdhUc6fb6ns7+82mxsgq9EMI5OG2gd5gtHCpr6JrC9nisXTH+eBkNzE0M7bZtblIYRoPi20Pdl5LbXXgEo0ExJUbWARVCOAenDfTsykbazRYm93Ph5TsXjufOM8fh7939PnCQryezE0L4eG8JZssPC1TsLjzC+MhA/Lyc+r6xEMKNOG2gHyi23hBNHtW/QD8/JbrXWRKvnj2GwpoWvvve2kq3WDR75IaoEMLJOG+gl9Tj42lg7E9GtQzEWZMjCQ/05vXN+QDkVTdR32pimtwQFUI4EacN9IzSOiZGWYcrDpan0cDSWXF8+30lBdXNXQ8UyQ1RIYQzccpA11qT0TnCxVaumhWHQSne3JbPnsIj+HsZSYoYfOtfCCHsxSnv+BXVtlDfaur3DdH+iAry4azkSFZsLyRyhA9TRwfZpPUvhBD24pQt9B+eELVtH/e1c8ZQ29xBZlkDKXJDVAjhZJwy0DNK6jAomBgVaNPjpiWGkhjuD8B0CXQhhJNxykA/UFJPYngAPp5Gmx5XKcUN8xLw8jAwY4zcEBVCOBen7EPPKK1n9hCtHnTVrDgWTY4iNMB7SI4vhBBDxela6DVN7ZTWtdq8//wopZSEuRDCKTldoB8oqQOw6ZBFIYRwBU4X6L6eRhZOiuj3I/9CCOEunK4PPTU+hBfih6b/XAghnJnTtdCFEEL0TAJdCCFchAS6EEK4CAl0IYRwERLoQgjhIiTQhRDCRUigCyGEi5BAF0IIF6G01n3vNRQnVqoSyD+Bt4QBVUNUjjOSz+NY8pl0J5/HsVzhMxmjtQ7vaYPDAv1EKaXStdapjq5juJDP41jymXQnn8exXP0zkS4XIYRwERLoQgjhIpwp0J93dAHDjHwex5LPpDv5PI7l0p+J0/ShCyGEOD5naqELIYQ4Dgl0IYRwEcM+0JVSi5RSh5RSh5VS9zu6HkdQSsUqpdYqpTKUUgeUUr/pfD1EKfW1Uiqr839HOrpWe1JKGZVSu5RSn3R+naCU2tp5rbyjlPJydI32pJQKVkqtUkplKqUOKqXS3PkaUUrd1fnzsl8ptVwp5ePq18iwDnSllBF4GjgHSAaWKqWSHVuVQ5iA32qtk4E5wG2dn8P9wBqt9ThgTefX7uQ3wMEfff0Y8C+tdRJQC9zokKoc50ngC631RCAF62fjlteIUioGuANI1VpPAYzAlbj4NTKsAx2YBRzWWudorduBt4ElDq7J7rTWpVrrnZ3/bsD6gxqD9bN4tXO3V4ELHVOh/SmlRgPnAS90fq2A04FVnbu42+cRBPwMeBFAa92utT6CG18jWJfY9FVKeQB+QCkufo0M90CPAQp/9HVR52tuSykVD0wHtgKRWuvSzk1lQKSDynKEJ4B7AUvn16HAEa21qfNrd7tWEoBK4OXObqgXlFL+uOk1orUuBv4BFGAN8jpgBy5+jQz3QBc/opQKAN4F7tRa1/94m7aOP3WLMahKqcVAhdZ6h6NrGUY8gBnAf7TW04EmftK94mbXyEisf50kANGAP7DIoUXZwXAP9GIg9kdfj+58ze0opTyxhvmbWuv3Ol8uV0qN6tw+CqhwVH12dgpwgVIqD2s33OlY+4+DO/+8Bve7VoqAIq311s6vV2ENeHe9RhYCuVrrSq11B/Ae1uvGpa+R4R7o24FxnXemvbDe1PjIwTXZXWf/8IvAQa31P3+06SPgus5/Xwd8aO/aHEFr/Xut9WitdTzWa+IbrfXVwFrg0s7d3ObzANBalwGFSqkJnS+dAWTgptcI1q6WOUopv86fn6Ofh0tfI8P+SVGl1LlY+0uNwEta64cdXJLdKaXmAeuBffzQZ/wHrP3oK4A4rFMRX661rnFIkQ6ilJoP3KO1XqyUGou1xR4C7AKu0Vq3ObI+e1JKTcN6k9gLyAF+gbXR5pbXiFLqL8AVWEeJ7QJuwtpn7rLXyLAPdCGEEP0z3LtchBBC9JMEuhBCuAgJdCGEcBES6EII4SIk0IUQwkVIoAshhIuQQBdCCBfx/wH1u6MogtfAugAAAABJRU5ErkJggg==\n",
            "text/plain": [
              "<Figure size 432x288 with 1 Axes>"
            ]
          },
          "metadata": {
            "tags": [],
            "needs_background": "light"
          }
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "de4Vm2iGVgIp",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "matrix_covariance_portfolio = (returns.iloc[:,:-1].cov())*252"
      ],
      "execution_count": 145,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "hoLvHtLsWDhv",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 343
        },
        "outputId": "69428f61-0f53-45a2-c4a3-a0d06f1acaf8"
      },
      "source": [
        "matrix_covariance_portfolio"
      ],
      "execution_count": 146,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>SUNTECK</th>\n",
              "      <td>0.351497</td>\n",
              "      <td>0.081206</td>\n",
              "      <td>0.004022</td>\n",
              "      <td>0.054910</td>\n",
              "      <td>0.077759</td>\n",
              "      <td>0.156361</td>\n",
              "      <td>0.020913</td>\n",
              "      <td>0.019395</td>\n",
              "      <td>0.102949</td>\n",
              "      <td>0.030648</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>RELIANCE</th>\n",
              "      <td>0.081206</td>\n",
              "      <td>0.273581</td>\n",
              "      <td>0.052307</td>\n",
              "      <td>0.035619</td>\n",
              "      <td>0.044232</td>\n",
              "      <td>0.153045</td>\n",
              "      <td>0.086879</td>\n",
              "      <td>0.032438</td>\n",
              "      <td>0.052954</td>\n",
              "      <td>0.084496</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>MPHASIS</th>\n",
              "      <td>0.004022</td>\n",
              "      <td>0.052307</td>\n",
              "      <td>0.245844</td>\n",
              "      <td>0.039691</td>\n",
              "      <td>0.046754</td>\n",
              "      <td>0.067810</td>\n",
              "      <td>0.081251</td>\n",
              "      <td>-0.036117</td>\n",
              "      <td>0.007926</td>\n",
              "      <td>0.059827</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <td>0.054910</td>\n",
              "      <td>0.035619</td>\n",
              "      <td>0.039691</td>\n",
              "      <td>0.138890</td>\n",
              "      <td>0.017312</td>\n",
              "      <td>0.098272</td>\n",
              "      <td>0.045220</td>\n",
              "      <td>-0.025413</td>\n",
              "      <td>0.037492</td>\n",
              "      <td>0.031182</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <td>0.077759</td>\n",
              "      <td>0.044232</td>\n",
              "      <td>0.046754</td>\n",
              "      <td>0.017312</td>\n",
              "      <td>0.186456</td>\n",
              "      <td>0.096245</td>\n",
              "      <td>0.045594</td>\n",
              "      <td>0.011783</td>\n",
              "      <td>0.078146</td>\n",
              "      <td>0.046449</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>ICICIBANK</th>\n",
              "      <td>0.156361</td>\n",
              "      <td>0.153045</td>\n",
              "      <td>0.067810</td>\n",
              "      <td>0.098272</td>\n",
              "      <td>0.096245</td>\n",
              "      <td>0.420274</td>\n",
              "      <td>0.113340</td>\n",
              "      <td>0.012731</td>\n",
              "      <td>0.141306</td>\n",
              "      <td>0.075041</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>HCLTECH</th>\n",
              "      <td>0.020913</td>\n",
              "      <td>0.086879</td>\n",
              "      <td>0.081251</td>\n",
              "      <td>0.045220</td>\n",
              "      <td>0.045594</td>\n",
              "      <td>0.113340</td>\n",
              "      <td>0.194811</td>\n",
              "      <td>-0.034314</td>\n",
              "      <td>0.017373</td>\n",
              "      <td>0.128632</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>FRETAIL</th>\n",
              "      <td>0.019395</td>\n",
              "      <td>0.032438</td>\n",
              "      <td>-0.036117</td>\n",
              "      <td>-0.025413</td>\n",
              "      <td>0.011783</td>\n",
              "      <td>0.012731</td>\n",
              "      <td>-0.034314</td>\n",
              "      <td>0.528036</td>\n",
              "      <td>0.056088</td>\n",
              "      <td>-0.005963</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <td>0.102949</td>\n",
              "      <td>0.052954</td>\n",
              "      <td>0.007926</td>\n",
              "      <td>0.037492</td>\n",
              "      <td>0.078146</td>\n",
              "      <td>0.141306</td>\n",
              "      <td>0.017373</td>\n",
              "      <td>0.056088</td>\n",
              "      <td>0.228668</td>\n",
              "      <td>0.031371</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>TECHM</th>\n",
              "      <td>0.030648</td>\n",
              "      <td>0.084496</td>\n",
              "      <td>0.059827</td>\n",
              "      <td>0.031182</td>\n",
              "      <td>0.046449</td>\n",
              "      <td>0.075041</td>\n",
              "      <td>0.128632</td>\n",
              "      <td>-0.005963</td>\n",
              "      <td>0.031371</td>\n",
              "      <td>0.190460</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "                SUNTECK  RELIANCE   MPHASIS  ...   FRETAIL  ASAHIINDIA     TECHM\n",
              "SUNTECK        0.351497  0.081206  0.004022  ...  0.019395    0.102949  0.030648\n",
              "RELIANCE       0.081206  0.273581  0.052307  ...  0.032438    0.052954  0.084496\n",
              "MPHASIS        0.004022  0.052307  0.245844  ... -0.036117    0.007926  0.059827\n",
              "LALPATHLABS    0.054910  0.035619  0.039691  ... -0.025413    0.037492  0.031182\n",
              "KANSAINEROLAC  0.077759  0.044232  0.046754  ...  0.011783    0.078146  0.046449\n",
              "ICICIBANK      0.156361  0.153045  0.067810  ...  0.012731    0.141306  0.075041\n",
              "HCLTECH        0.020913  0.086879  0.081251  ... -0.034314    0.017373  0.128632\n",
              "FRETAIL        0.019395  0.032438 -0.036117  ...  0.528036    0.056088 -0.005963\n",
              "ASAHIINDIA     0.102949  0.052954  0.007926  ...  0.056088    0.228668  0.031371\n",
              "TECHM          0.030648  0.084496  0.059827  ... -0.005963    0.031371  0.190460\n",
              "\n",
              "[10 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 146
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "typp31-TWgS5",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "portfolio_variance = np.dot(weights.T,np.dot(matrix_covariance_portfolio,weights))"
      ],
      "execution_count": 147,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "YUmsldHgW17p",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "3c0c92b3-06a0-4715-deaa-be25be4f63b4"
      },
      "source": [
        "np.sqrt(portfolio_variance)"
      ],
      "execution_count": 150,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "0.30084257585732915"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 150
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "zJAfBlHwW7xP",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 402
        },
        "outputId": "bfb012d4-7352-4b96-fe63-40f56ceba611"
      },
      "source": [
        "returns['daily_returns'] = returns.dot(weights)\n",
        "returns"
      ],
      "execution_count": 154,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "      <th>daily_returns</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>-0.012078</td>\n",
              "      <td>0.067134</td>\n",
              "      <td>0.060505</td>\n",
              "      <td>0.071768</td>\n",
              "      <td>0.038262</td>\n",
              "      <td>0.044014</td>\n",
              "      <td>0.059691</td>\n",
              "      <td>-0.049812</td>\n",
              "      <td>0.016577</td>\n",
              "      <td>0.033457</td>\n",
              "      <td>0.047002</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>0.094749</td>\n",
              "      <td>0.147180</td>\n",
              "      <td>0.068067</td>\n",
              "      <td>0.042629</td>\n",
              "      <td>0.054554</td>\n",
              "      <td>0.068803</td>\n",
              "      <td>0.035177</td>\n",
              "      <td>-0.049950</td>\n",
              "      <td>-0.043247</td>\n",
              "      <td>0.046077</td>\n",
              "      <td>0.051856</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>0.036548</td>\n",
              "      <td>-0.014830</td>\n",
              "      <td>-0.051698</td>\n",
              "      <td>0.011401</td>\n",
              "      <td>0.052190</td>\n",
              "      <td>0.042127</td>\n",
              "      <td>-0.021635</td>\n",
              "      <td>-0.049974</td>\n",
              "      <td>0.046684</td>\n",
              "      <td>-0.021834</td>\n",
              "      <td>-0.002597</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>0.030118</td>\n",
              "      <td>-0.000563</td>\n",
              "      <td>-0.004930</td>\n",
              "      <td>0.061486</td>\n",
              "      <td>0.036693</td>\n",
              "      <td>0.029069</td>\n",
              "      <td>-0.038084</td>\n",
              "      <td>-0.049863</td>\n",
              "      <td>0.061239</td>\n",
              "      <td>-0.021545</td>\n",
              "      <td>0.007888</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>5</th>\n",
              "      <td>0.010696</td>\n",
              "      <td>-0.032986</td>\n",
              "      <td>-0.065423</td>\n",
              "      <td>-0.051400</td>\n",
              "      <td>0.014410</td>\n",
              "      <td>-0.077828</td>\n",
              "      <td>-0.027052</td>\n",
              "      <td>-0.049596</td>\n",
              "      <td>-0.004336</td>\n",
              "      <td>0.045031</td>\n",
              "      <td>-0.027761</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>86</th>\n",
              "      <td>0.014946</td>\n",
              "      <td>-0.037218</td>\n",
              "      <td>-0.019194</td>\n",
              "      <td>-0.018623</td>\n",
              "      <td>-0.009162</td>\n",
              "      <td>-0.002982</td>\n",
              "      <td>-0.025335</td>\n",
              "      <td>0.049905</td>\n",
              "      <td>0.012008</td>\n",
              "      <td>-0.011617</td>\n",
              "      <td>-0.014754</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>87</th>\n",
              "      <td>0.016949</td>\n",
              "      <td>0.005819</td>\n",
              "      <td>0.011514</td>\n",
              "      <td>-0.015312</td>\n",
              "      <td>-0.030629</td>\n",
              "      <td>-0.017376</td>\n",
              "      <td>0.001512</td>\n",
              "      <td>0.049796</td>\n",
              "      <td>0.001483</td>\n",
              "      <td>-0.002439</td>\n",
              "      <td>0.001634</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>88</th>\n",
              "      <td>0.022131</td>\n",
              "      <td>-0.019798</td>\n",
              "      <td>0.002381</td>\n",
              "      <td>0.005662</td>\n",
              "      <td>0.033862</td>\n",
              "      <td>0.005363</td>\n",
              "      <td>0.014020</td>\n",
              "      <td>-0.049590</td>\n",
              "      <td>0.018069</td>\n",
              "      <td>0.010226</td>\n",
              "      <td>0.003826</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>89</th>\n",
              "      <td>-0.026731</td>\n",
              "      <td>-0.028107</td>\n",
              "      <td>-0.011529</td>\n",
              "      <td>-0.013956</td>\n",
              "      <td>0.021220</td>\n",
              "      <td>-0.010236</td>\n",
              "      <td>0.001064</td>\n",
              "      <td>-0.049909</td>\n",
              "      <td>0.017457</td>\n",
              "      <td>-0.011810</td>\n",
              "      <td>-0.007019</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>90</th>\n",
              "      <td>0.046690</td>\n",
              "      <td>0.070483</td>\n",
              "      <td>-0.035602</td>\n",
              "      <td>-0.013456</td>\n",
              "      <td>-0.023038</td>\n",
              "      <td>0.022578</td>\n",
              "      <td>-0.018840</td>\n",
              "      <td>0.044413</td>\n",
              "      <td>0.018587</td>\n",
              "      <td>-0.031101</td>\n",
              "      <td>0.010138</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>90 rows × 11 columns</p>\n",
              "</div>"
            ],
            "text/plain": [
              "     SUNTECK  RELIANCE   MPHASIS  ...  ASAHIINDIA     TECHM  daily_returns\n",
              "1  -0.012078  0.067134  0.060505  ...    0.016577  0.033457       0.047002\n",
              "2   0.094749  0.147180  0.068067  ...   -0.043247  0.046077       0.051856\n",
              "3   0.036548 -0.014830 -0.051698  ...    0.046684 -0.021834      -0.002597\n",
              "4   0.030118 -0.000563 -0.004930  ...    0.061239 -0.021545       0.007888\n",
              "5   0.010696 -0.032986 -0.065423  ...   -0.004336  0.045031      -0.027761\n",
              "..       ...       ...       ...  ...         ...       ...            ...\n",
              "86  0.014946 -0.037218 -0.019194  ...    0.012008 -0.011617      -0.014754\n",
              "87  0.016949  0.005819  0.011514  ...    0.001483 -0.002439       0.001634\n",
              "88  0.022131 -0.019798  0.002381  ...    0.018069  0.010226       0.003826\n",
              "89 -0.026731 -0.028107 -0.011529  ...    0.017457 -0.011810      -0.007019\n",
              "90  0.046690  0.070483 -0.035602  ...    0.018587 -0.031101       0.010138\n",
              "\n",
              "[90 rows x 11 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 154
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "6rX5OYz5XYCX",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 195
        },
        "outputId": "e4483d4a-5c97-46d7-9400-08a6e0a6894e"
      },
      "source": [
        "cumu_returns_daily = (1+returns).cumprod()\n",
        "cumu_returns_daily.tail(5)"
      ],
      "execution_count": 155,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "      <th>daily_returns</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>86</th>\n",
              "      <td>0.987922</td>\n",
              "      <td>2.380547</td>\n",
              "      <td>1.852114</td>\n",
              "      <td>1.525860</td>\n",
              "      <td>1.457497</td>\n",
              "      <td>1.236092</td>\n",
              "      <td>1.669766</td>\n",
              "      <td>1.038064</td>\n",
              "      <td>1.214775</td>\n",
              "      <td>1.399667</td>\n",
              "      <td>1.691423</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>87</th>\n",
              "      <td>1.004667</td>\n",
              "      <td>2.394399</td>\n",
              "      <td>1.873440</td>\n",
              "      <td>1.502496</td>\n",
              "      <td>1.412856</td>\n",
              "      <td>1.214613</td>\n",
              "      <td>1.672290</td>\n",
              "      <td>1.089756</td>\n",
              "      <td>1.216577</td>\n",
              "      <td>1.396252</td>\n",
              "      <td>1.694187</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>88</th>\n",
              "      <td>1.026901</td>\n",
              "      <td>2.346996</td>\n",
              "      <td>1.877899</td>\n",
              "      <td>1.511003</td>\n",
              "      <td>1.460698</td>\n",
              "      <td>1.221127</td>\n",
              "      <td>1.695735</td>\n",
              "      <td>1.035714</td>\n",
              "      <td>1.238559</td>\n",
              "      <td>1.410530</td>\n",
              "      <td>1.700668</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>89</th>\n",
              "      <td>0.999451</td>\n",
              "      <td>2.281029</td>\n",
              "      <td>1.856249</td>\n",
              "      <td>1.489916</td>\n",
              "      <td>1.491694</td>\n",
              "      <td>1.208627</td>\n",
              "      <td>1.697539</td>\n",
              "      <td>0.984023</td>\n",
              "      <td>1.260180</td>\n",
              "      <td>1.393873</td>\n",
              "      <td>1.688732</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>90</th>\n",
              "      <td>1.046116</td>\n",
              "      <td>2.441802</td>\n",
              "      <td>1.790163</td>\n",
              "      <td>1.469867</td>\n",
              "      <td>1.457329</td>\n",
              "      <td>1.235915</td>\n",
              "      <td>1.665558</td>\n",
              "      <td>1.027726</td>\n",
              "      <td>1.283604</td>\n",
              "      <td>1.350521</td>\n",
              "      <td>1.705852</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "     SUNTECK  RELIANCE   MPHASIS  ...  ASAHIINDIA     TECHM  daily_returns\n",
              "86  0.987922  2.380547  1.852114  ...    1.214775  1.399667       1.691423\n",
              "87  1.004667  2.394399  1.873440  ...    1.216577  1.396252       1.694187\n",
              "88  1.026901  2.346996  1.877899  ...    1.238559  1.410530       1.700668\n",
              "89  0.999451  2.281029  1.856249  ...    1.260180  1.393873       1.688732\n",
              "90  1.046116  2.441802  1.790163  ...    1.283604  1.350521       1.705852\n",
              "\n",
              "[5 rows x 11 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 155
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "i8AUGr1eXqsG",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 282
        },
        "outputId": "82990df0-b982-4375-9a91-9a015ef1ebe8"
      },
      "source": [
        "cumu_returns_daily['daily_returns'].plot()"
      ],
      "execution_count": 156,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "<matplotlib.axes._subplots.AxesSubplot at 0x7f8462935a90>"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 156
        },
        {
          "output_type": "display_data",
          "data": {
            "image/png": "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\n",
            "text/plain": [
              "<Figure size 432x288 with 1 Axes>"
            ]
          },
          "metadata": {
            "tags": [],
            "needs_background": "light"
          }
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "bDsIITENX1R9",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 343
        },
        "outputId": "2fd7cb4b-1f1d-43e1-9532-7b98205bc61f"
      },
      "source": [
        "matrix_covariance_portfolio = (returns.iloc[:,:-1].cov())*252\n",
        "matrix_covariance_portfolio"
      ],
      "execution_count": 157,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
              "        vertical-align: middle;\n",
              "    }\n",
              "\n",
              "    .dataframe tbody tr th {\n",
              "        vertical-align: top;\n",
              "    }\n",
              "\n",
              "    .dataframe thead th {\n",
              "        text-align: right;\n",
              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>SUNTECK</th>\n",
              "      <th>RELIANCE</th>\n",
              "      <th>MPHASIS</th>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <th>ICICIBANK</th>\n",
              "      <th>HCLTECH</th>\n",
              "      <th>FRETAIL</th>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <th>TECHM</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>SUNTECK</th>\n",
              "      <td>0.351497</td>\n",
              "      <td>0.081206</td>\n",
              "      <td>0.004022</td>\n",
              "      <td>0.054910</td>\n",
              "      <td>0.077759</td>\n",
              "      <td>0.156361</td>\n",
              "      <td>0.020913</td>\n",
              "      <td>0.019395</td>\n",
              "      <td>0.102949</td>\n",
              "      <td>0.030648</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>RELIANCE</th>\n",
              "      <td>0.081206</td>\n",
              "      <td>0.273581</td>\n",
              "      <td>0.052307</td>\n",
              "      <td>0.035619</td>\n",
              "      <td>0.044232</td>\n",
              "      <td>0.153045</td>\n",
              "      <td>0.086879</td>\n",
              "      <td>0.032438</td>\n",
              "      <td>0.052954</td>\n",
              "      <td>0.084496</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>MPHASIS</th>\n",
              "      <td>0.004022</td>\n",
              "      <td>0.052307</td>\n",
              "      <td>0.245844</td>\n",
              "      <td>0.039691</td>\n",
              "      <td>0.046754</td>\n",
              "      <td>0.067810</td>\n",
              "      <td>0.081251</td>\n",
              "      <td>-0.036117</td>\n",
              "      <td>0.007926</td>\n",
              "      <td>0.059827</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>LALPATHLABS</th>\n",
              "      <td>0.054910</td>\n",
              "      <td>0.035619</td>\n",
              "      <td>0.039691</td>\n",
              "      <td>0.138890</td>\n",
              "      <td>0.017312</td>\n",
              "      <td>0.098272</td>\n",
              "      <td>0.045220</td>\n",
              "      <td>-0.025413</td>\n",
              "      <td>0.037492</td>\n",
              "      <td>0.031182</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>KANSAINEROLAC</th>\n",
              "      <td>0.077759</td>\n",
              "      <td>0.044232</td>\n",
              "      <td>0.046754</td>\n",
              "      <td>0.017312</td>\n",
              "      <td>0.186456</td>\n",
              "      <td>0.096245</td>\n",
              "      <td>0.045594</td>\n",
              "      <td>0.011783</td>\n",
              "      <td>0.078146</td>\n",
              "      <td>0.046449</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>ICICIBANK</th>\n",
              "      <td>0.156361</td>\n",
              "      <td>0.153045</td>\n",
              "      <td>0.067810</td>\n",
              "      <td>0.098272</td>\n",
              "      <td>0.096245</td>\n",
              "      <td>0.420274</td>\n",
              "      <td>0.113340</td>\n",
              "      <td>0.012731</td>\n",
              "      <td>0.141306</td>\n",
              "      <td>0.075041</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>HCLTECH</th>\n",
              "      <td>0.020913</td>\n",
              "      <td>0.086879</td>\n",
              "      <td>0.081251</td>\n",
              "      <td>0.045220</td>\n",
              "      <td>0.045594</td>\n",
              "      <td>0.113340</td>\n",
              "      <td>0.194811</td>\n",
              "      <td>-0.034314</td>\n",
              "      <td>0.017373</td>\n",
              "      <td>0.128632</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>FRETAIL</th>\n",
              "      <td>0.019395</td>\n",
              "      <td>0.032438</td>\n",
              "      <td>-0.036117</td>\n",
              "      <td>-0.025413</td>\n",
              "      <td>0.011783</td>\n",
              "      <td>0.012731</td>\n",
              "      <td>-0.034314</td>\n",
              "      <td>0.528036</td>\n",
              "      <td>0.056088</td>\n",
              "      <td>-0.005963</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>ASAHIINDIA</th>\n",
              "      <td>0.102949</td>\n",
              "      <td>0.052954</td>\n",
              "      <td>0.007926</td>\n",
              "      <td>0.037492</td>\n",
              "      <td>0.078146</td>\n",
              "      <td>0.141306</td>\n",
              "      <td>0.017373</td>\n",
              "      <td>0.056088</td>\n",
              "      <td>0.228668</td>\n",
              "      <td>0.031371</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>TECHM</th>\n",
              "      <td>0.030648</td>\n",
              "      <td>0.084496</td>\n",
              "      <td>0.059827</td>\n",
              "      <td>0.031182</td>\n",
              "      <td>0.046449</td>\n",
              "      <td>0.075041</td>\n",
              "      <td>0.128632</td>\n",
              "      <td>-0.005963</td>\n",
              "      <td>0.031371</td>\n",
              "      <td>0.190460</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "                SUNTECK  RELIANCE   MPHASIS  ...   FRETAIL  ASAHIINDIA     TECHM\n",
              "SUNTECK        0.351497  0.081206  0.004022  ...  0.019395    0.102949  0.030648\n",
              "RELIANCE       0.081206  0.273581  0.052307  ...  0.032438    0.052954  0.084496\n",
              "MPHASIS        0.004022  0.052307  0.245844  ... -0.036117    0.007926  0.059827\n",
              "LALPATHLABS    0.054910  0.035619  0.039691  ... -0.025413    0.037492  0.031182\n",
              "KANSAINEROLAC  0.077759  0.044232  0.046754  ...  0.011783    0.078146  0.046449\n",
              "ICICIBANK      0.156361  0.153045  0.067810  ...  0.012731    0.141306  0.075041\n",
              "HCLTECH        0.020913  0.086879  0.081251  ... -0.034314    0.017373  0.128632\n",
              "FRETAIL        0.019395  0.032438 -0.036117  ...  0.528036    0.056088 -0.005963\n",
              "ASAHIINDIA     0.102949  0.052954  0.007926  ...  0.056088    0.228668  0.031371\n",
              "TECHM          0.030648  0.084496  0.059827  ... -0.005963    0.031371  0.190460\n",
              "\n",
              "[10 rows x 10 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 157
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "wD1m0hwOX6lZ",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 34
        },
        "outputId": "e7c46c8c-201e-4272-c097-9034cb3e188e"
      },
      "source": [
        "portfolio_variance = np.dot(weights.T,np.dot(matrix_covariance_portfolio,weights))\n",
        "np.sqrt(portfolio_variance)"
      ],
      "execution_count": 158,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/plain": [
              "0.2774166565504124"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 158
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "HBLERmFCYCFX",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 313
        },
        "outputId": "4cabaaf0-7460-46a6-a832-5eeba4920ff3"
      },
      "source": [
        "weights = {0.1,0.1,0.1,0.1,0.1,0.1,0.1,0.1,0.1,0.1}\n",
        "returns['daily_returns'] = returns.dot(weights)\n",
        "returns"
      ],
      "execution_count": 165,
      "outputs": [
        {
          "output_type": "error",
          "ename": "IndexError",
          "evalue": "ignored",
          "traceback": [
            "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
            "\u001b[0;31mIndexError\u001b[0m                                Traceback (most recent call last)",
            "\u001b[0;32m<ipython-input-165-4c9a21b3dade>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[1;32m      1\u001b[0m \u001b[0mweights\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;34m{\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m0.1\u001b[0m\u001b[0;34m}\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m----> 2\u001b[0;31m \u001b[0mreturns\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'daily_returns'\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mreturns\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mdot\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mweights\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m      3\u001b[0m \u001b[0mreturns\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;32m/usr/local/lib/python3.6/dist-packages/pandas/core/frame.py\u001b[0m in \u001b[0;36mdot\u001b[0;34m(self, other)\u001b[0m\n\u001b[1;32m   1131\u001b[0m             \u001b[0mlvals\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mvalues\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   1132\u001b[0m             \u001b[0mrvals\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mnp\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0masarray\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mother\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1133\u001b[0;31m             \u001b[0;32mif\u001b[0m \u001b[0mlvals\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mshape\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;36m1\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m!=\u001b[0m \u001b[0mrvals\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mshape\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;36m0\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m   1134\u001b[0m                 raise ValueError(\n\u001b[1;32m   1135\u001b[0m                     \u001b[0;34mf\"Dot product shape mismatch, {lvals.shape} vs {rvals.shape}\"\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;31mIndexError\u001b[0m: tuple index out of range"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "n0HQaPMpYU6R",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        ""
      ],
      "execution_count": null,
      "outputs": []
    }
  ]
}