Portfolio Optimization with quant analysis using Python

Here is an excellent demo of using this quant analysis Python package I want to use for portfolio optimization of a basket instruments found on Interactive Brokers. I can confirm with the exception of this line

weights = ef.max_sharpe()

I can confirm this Python package pf PyPortfolioIOpt does indeed work. Helpful links

https://pyportfolioopt.readthedocs.io/en/latest/UserGuide.html

https://github.com/robertmartin8/PyPortfolioOpt/blob/master/docs/Plotting.rst

https://pyportfolioopt.readthedocs.io/en/latest/

https://github.com/paulsg3/PortfolioOptimization/blob/main/Portfolio_Optimization.ipynb

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