functions to make application of Harry Markowitz portfollio optimization quick and easy. Calculate a vector of portfollio weights that minimize risk for a given return. To use this code first load the tseries and quantmod library.

The **project summary page** you can find **here**.

For more information contact dyedp39@yahoo.com

To use the code in this project you must first load the tseries , and quantmod librarys.

Then source these files in the sequence shown.

1 symbolReturn.R

2 symFundloop.R

3 5_sym_portfolio.R

This loads two functions and uses them to create a example portfolio.

your wokspace will contain optimum portfolio r.

r$pw is the theorectial idea weights for each symbol in the fund.