Merge pull request #7 from tamilselvanarjun/testing2

Testing2
tamilselvanarjun · Mar 29, 2024 · 9ddada7 · 9ddada7
2 parents 2380c4c + d810257
commit 9ddada7
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/build/lib/finmodels/portfolio_optimization.py b/build/lib/finmodels/portfolio_optimization.py
@@ -22,7 +22,7 @@ def optimize_portfolio(expected_returns, covariance_matrix):
     # Define the objective function (maximize return, minimize risk)
     objective = cp.Maximize(expected_return - 0.5 * risk)
 
-    # Define the constraints (weights sum to 1, individual weights are non-negative)
+
     constraints = [cp.sum(weights) == 1, weights >= 0]
 
     # Formulate and solve the problem