01-09 Optimizers: How to optimize a portfolio

Framing the problem:

• provide a function to minimize
• provide an initial guess for X
• call the optimizer

因为SR越大越好，而优化是找最小值。
X的每个维度是每只股票分配比例。

Ranges and constraints:

• Ranges: Limits on values for
• Comstrains: properties of X that must be "true"
  

转载于:https://www.jianshu.com/p/c9ae47558c17