Solution - Constrained Optimization

# Output from previous execution

	name	gics_sector_name	mkt cap
ticker
AAPL	Apple Inc	Information Technology	4.025226e+12
NVDA	NVIDIA Corp	Information Technology	4.621131e+12
MSFT	Microsoft Corp	Information Technology	3.791850e+12
GOOGL	Alphabet Inc	Communication Services	3.338761e+12
AMZN	Amazon.com Inc	Consumer Discretionary	2.508887e+12
META	Meta Platforms Inc	Communication Services	1.536490e+12
TSLA	Tesla Inc	Consumer Discretionary	1.344795e+12
AVGO	Broadcom Inc	Information Technology	1.617221e+12
BRK/B	Berkshire Hathaway Inc	Financials	1.101107e+12
LLY	Eli Lilly & Co	Health Care	9.692831e+11

# Output from previous execution

	Mean	Vol	Sharpe
NVDA	66.72%	46.67%	142.96%
MSFT	26.51%	23.30%	113.79%
AVGO	37.65%	37.60%	100.13%
LLY	26.24%	28.57%	91.86%
AMZN	26.05%	30.19%	86.30%
AAPL	21.75%	27.89%	77.98%
TSLA	44.44%	59.57%	74.60%
GOOGL	21.07%	28.26%	74.58%
META	26.01%	35.65%	72.94%
SPY	10.13%	15.00%	67.55%
BRK/B	12.74%	19.27%	66.11%

# Output from previous execution

# Output from previous execution

Optimization SUCCESSFUL.
Iterations: 20.

# Output from previous execution

'Correlation between BOUNDED and UNBOUNDED weights is: 77.2%'

# Output from previous execution

# Output from previous execution

	mean	vol	sharpe
equal	29.03%	22.09%	131.38%
bounded	30.00%	18.81%	159.49%
unbounded	30.00%	17.18%	174.66%
analytic	30.00%	17.18%	174.66%

# Output from previous execution

# Output from previous execution

# Output from previous execution

	Lagrange Multipliers
NVDA	3.01%
LLY	1.65%
MSFT	0.45%
BRK/B	0.00%
AVGO	0.00%
META	0.00%
GOOGL	-0.00%
AAPL	-0.00%
AMZN	-0.00%
TSLA	-0.00%
SPY	-1.25%