apurvshah007/portfolio-optimizer

This repository is a Python portfolio-analysis and optimization library centered on Modern Portfolio Theory. A caller supplies assets, weights, and a start date to either optimizer; the optimizer retrieves price history, optionally reports portfolio statistics, computes annualized returns and covariance, and delegates to an optimization method. Results can be reported as weights and performance, converted to a discrete share allocation, and plotted. The README highlights efficient-frontier and asset-weight plots; the CLA module implements a frontier plot as well. The empty Markowitz file has no evidenced runtime role. Wiring reflects sampled source; no runtime behavior is inferred for the empty file.