Creating your first portfolio

Now let’s start by setting up some basic classes to capture and store information about portfolios:

class Portfolio:
  def __init__(self, name, riskBucket, expectedReturn=0,
    expectedRisk=0):
    self.name = name
    self.riskBucket = riskBucket
    self.allocations = []
    self.expectedReturn = expectedReturn
    self.expectedRisk = expectedRisk
class Allocation:
  def __init__(self, ticker, percentage):
    self.ticker = ticker
    self.percentage = percentage

In this example implementation, we’ve stored key MPT properties in expectedReturn and expectedRisk. Additionally, we’ve added the riskBucket property to capture some information about the relative level of risk between our different portfolios. Finally, we added a list of objects belonging...