EfficientFrontier function calculation method used

Hi,
I am converting some function into Python and I am not sure to understand how does the efficient frontier is computed.
Is it with the traditional function sigma = sqrt(A*mu**2 + B*mu + C) ?
If so, I dont obtain the same frontier in my Python and my Matlab code.
If someone has an idea on it, lmk.
Thanks!

2 commentaires

Can you provide more detials about your specific code or the function you used ?
Aman
Aman le 26 Juil 2023
Hi,
I understand that you are converting some function into Python and are facing issue while conversion.
In order to assist you better please provide the below details:
  1. The function that you are trying to convert
  2. The expected output of the function

Connectez-vous pour commenter.

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Question posée :

le 22 Juin 2023

Commenté :

le 26 Juil 2023

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