over 3 years ago
I am very new to python, in fact this is my first code in python.
I am attempting to find the covariance matrix for 4 rows of data with each element having a decreasing weight datewise
I have performed the calculations on excel already, and a snapshot of how the data looks is like is below:
I need to calculate the covariance matrix in the following format:
I have to use python where i have calculated the returns and the weights
to find the covariance matrix.
I would appreciate any help thank you
import pandas as pd
import numpy as np
xl = pd.ExcelFile('path+file.xlsx')
df = xl.parse('Sheet 1')
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