Description: In this challenge, you will examine risk and return separately in order to understand the relationship between the two. You will need to learn how to balance both to maximize the Sharpe ratio. By the end of this challenge, candidates should have a qualitative and quantitative understanding of how to use the Sharpe Ratio to evaluate risk vs return tradeoff decisions.
Objective: Minimize Volatility, Maximize Return, Maximize Sharpe Ratio
50% Sharpe Ratio
Starting Capital: $1,000,000 USD
Restrictions: Day trading is restricted.
Resources that will help you: