but why isn't Markowitz working in stock market analysis ? | Convex Optimization Application # 10

☕️ Buy me a coffee: https://paypal.me/donationlink240 🙏🏻 Support me on Patreon: https://www.patreon.com/c/ahmadbazzi 📚📚About📚📚 Stock Market Analysis is of interest to many investors, economists, and financial engineers. This lecture discusses and demonstrates whether Markowitz Portfolio Optimization works (all the time). This lecture is outlined as follows: ⏲⏲Outline⏲⏲ 00:00 Introduction 00:27 Strange Optimal Weights [google colab demo] 03:38 Simplified Markowitz Optimization Problem 14:35 1/N Puzzle 16:10 Regularization as a remedy 20:39 Diagonal Loading 22:57 Regularized Markowitz Optimization Problem [google colab demo] 24:05 Other regularizing solutions 27:05 Outro 🎗🎗Support 🎗🎗 🔴 Subscribe for more videos on Stock Market Analysis 👍 Smash that like button, in case you find this tutorial useful. 👁‍🗨 Speak up and comment, I am all ears. 📚📚Related Lectures 📚📚 📝Stock Market Analysis with Pandas Python Programming https://youtu.be/57qAxRV577c 📝Stock Market Analysis & Markowitz Portfolio Optimization | Convex Optimization Application # 9 https://youtu.be/7kNwJYGghoE 📝Stock Market Analysis & Markowitz Efficient Frontier on Python | Python # 11 https://youtu.be/f2BCmQBCwDs 📝Algorithmic Trading Bot on Python & Stock Market Analysis | Python # 13 https://youtu.be/ILAjlb7IFd8 📝Markowitz Portfolio Solver from Scratch and Stock Market Analysis | Python # 17 https://youtu.be/BkvyJ0HJAQM 📝Decision Trees & Stock Market Analysis Predictions | Machine Learning # 14 https://youtu.be/JgRA0g2gtl0 📝Lecture 6 | Quadratic Programs | Convex Optimization by Dr. Ahmad Bazzi https://youtu.be/kM52hSvBY4k 📹📹 Video 📹📹 NB: Lecture available in 4K #Markowitz #Portfolio #Convex