Vanguard Optimizer

This is not investment advice

Notebook to play around with a portfolio of Vanguard products using data scrapped form the internet.

Set up

Python Environment

python3 -m venv ./venv
source venv/bin/activate
pip install --upgrade pip setuptools wheel
pip install -r ./requirements.txt

Start Jupyter

jupyter notebook

Cache

To limit the number of data queries and speed up notebook re-run, http requests are cached. To reset the cache:

rm requests_cache.sqlite

Regenerate HTML

jupyter nbconvert  --execute vanguard-optimizer.ipynb --to=html

Resources

Links

• Wikipedia page: https://en.wikipedia.org/wiki/Portfolio_optimization
• Good explanation with a simple example: https://druce.ai/2020/12/portfolio-opimization
• Another simple example: http://man.hubwiz.com/docset/cvxpy.docset/Contents/Resources/Documents/examples/portfolio_optimization.html