Markowitz Efficient Frontier

The efficient frontier is the set of optimal portfolios that offer the highest expected return for a defined level of risk or the lowest risk for a given level of expected return

#Value at Risk (VaR) and Expected Shortfall (ES) are calculated too.

input:

1. start_day: Initial Day for the historical retrieve of data

2. end_day: Last Day for the historical data

3. ticker Filename:

    3.1. Nasdaq-list ->  More than 5000 stocks -> nasdaq_list.csv
    
    3.2. S&P500 -> sp_500.csv
    
    3.3. Nasdaq-100 -> nq_100.csv
   

OUTPUT:

1. df_markowitz: Data fram for the Markowitz efficient frontier stocks for the historical data selected

2. df_Index: Data Frame for all stocks selected with the risk/return data for the historical data selected

Time Frame -> Daily