Hey Py community,
I'm writing down Markowitz's efficient frontier with jupy using the 4 significant cryptos as stocks and verything is fine until the plt.plot() function comes up. I've used three different methods and none of them fits the expected return/expected volatility graph.
The first one is a np.linspace() function.
Error 1:
ValueError Traceback (most recent call last)
<ipython-input-506-825222cab96e> in <module>
5 plt.colorbar(label='sharpe ratio')
6 plt.scatter(expectedVolatility[maxIndex],expectedReturn[maxIndex],c='red')
----> 7 plt.scatter(volatility_opt,returns)
8 plt.show()
C:\Anaconda3\lib\site-packages\matplotlib\pyplot.py in scatter(x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, data, **kwargs)
2888 verts=cbook.deprecation._deprecated_parameter,
2889 edgecolors=None, *, plotnonfinite=False, data=None, **kwargs):
-> 2890 __ret = gca().scatter(
2891 x, y, s=s, c=c, marker=marker, cmap=cmap, norm=norm,
2892 vmin=vmin, vmax=vmax, alpha=alpha, linewidths=linewidths,
C:\Anaconda3\lib\site-packages\matplotlib\__init__.py in inner(ax, data, *args, **kwargs)
1445 def inner(ax, *args, data=None, **kwargs):
1446 if data is None:
-> 1447 return func(ax, *map(sanitize_sequence, args), **kwargs)
1448
1449 bound = new_sig.bind(ax, *args, **kwargs)
C:\Anaconda3\lib\site-packages\matplotlib\cbook\deprecation.py in wrapper(*inner_args, **inner_kwargs)
409 else deprecation_addendum,
410 **kwargs)
--> 411 return func(*inner_args, **inner_kwargs)
412
413 return wrapper
C:\Anaconda3\lib\site-packages\matplotlib\axes\_axes.py in scatter(self, x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, **kwargs)
4439 y = np.ma.ravel(y)
4440 if x.size != y.size:
-> 4441 raise ValueError("x and y must be the same size")
4442
4443 if s is None:
ValueError: x and y must be the same size
The second one is a loop function
Error:
ValueError Traceback (most recent call last)
<ipython-input-107-189155ee8df1> in <module>
1 plt.figure(figsize=(20,6))
----> 2 plt.scatter(stds,returns)
3 plt.title('Efficient Frontier')
4 plt.xlabel('Portfolio std')
5 plt.ylabel('Porfolio returns')
C:\Anaconda3\lib\site-packages\matplotlib\pyplot.py in scatter(x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, data, **kwargs)
2888 verts=cbook.deprecation._deprecated_parameter,
2889 edgecolors=None, *, plotnonfinite=False, data=None, **kwargs):
-> 2890 __ret = gca().scatter(
2891 x, y, s=s, c=c, marker=marker, cmap=cmap, norm=norm,
2892 vmin=vmin, vmax=vmax, alpha=alpha, linewidths=linewidths,
C:\Anaconda3\lib\site-packages\matplotlib\__init__.py in inner(ax, data, *args, **kwargs)
1445 def inner(ax, *args, data=None, **kwargs):
1446 if data is None:
-> 1447 return func(ax, *map(sanitize_sequence, args), **kwargs)
1448
1449 bound = new_sig.bind(ax, *args, **kwargs)
C:\Anaconda3\lib\site-packages\matplotlib\cbook\deprecation.py in wrapper(*inner_args, **inner_kwargs)
409 else deprecation_addendum,
410 **kwargs)
--> 411 return func(*inner_args, **inner_kwargs)
412
413 return wrapper
C:\Anaconda3\lib\site-packages\matplotlib\axes\_axes.py in scatter(self, x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, **kwargs)
4439 y = np.ma.ravel(y)
4440 if x.size != y.size:
-> 4441 raise ValueError("x and y must be the same size")
4442
4443 if s is None:
ValueError: x and y must be the same size
The third one doesn't show any error but the graph with go.Figure() from plotly is blank.
Probably it's a question of dimension but no clue what to do to improve the values' and let them be represented.
Thanks in advance.
I'm writing down Markowitz's efficient frontier with jupy using the 4 significant cryptos as stocks and verything is fine until the plt.plot() function comes up. I've used three different methods and none of them fits the expected return/expected volatility graph.
The first one is a np.linspace() function.
Error 1:
ValueError Traceback (most recent call last)
<ipython-input-506-825222cab96e> in <module>
5 plt.colorbar(label='sharpe ratio')
6 plt.scatter(expectedVolatility[maxIndex],expectedReturn[maxIndex],c='red')
----> 7 plt.scatter(volatility_opt,returns)
8 plt.show()
C:\Anaconda3\lib\site-packages\matplotlib\pyplot.py in scatter(x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, data, **kwargs)
2888 verts=cbook.deprecation._deprecated_parameter,
2889 edgecolors=None, *, plotnonfinite=False, data=None, **kwargs):
-> 2890 __ret = gca().scatter(
2891 x, y, s=s, c=c, marker=marker, cmap=cmap, norm=norm,
2892 vmin=vmin, vmax=vmax, alpha=alpha, linewidths=linewidths,
C:\Anaconda3\lib\site-packages\matplotlib\__init__.py in inner(ax, data, *args, **kwargs)
1445 def inner(ax, *args, data=None, **kwargs):
1446 if data is None:
-> 1447 return func(ax, *map(sanitize_sequence, args), **kwargs)
1448
1449 bound = new_sig.bind(ax, *args, **kwargs)
C:\Anaconda3\lib\site-packages\matplotlib\cbook\deprecation.py in wrapper(*inner_args, **inner_kwargs)
409 else deprecation_addendum,
410 **kwargs)
--> 411 return func(*inner_args, **inner_kwargs)
412
413 return wrapper
C:\Anaconda3\lib\site-packages\matplotlib\axes\_axes.py in scatter(self, x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, **kwargs)
4439 y = np.ma.ravel(y)
4440 if x.size != y.size:
-> 4441 raise ValueError("x and y must be the same size")
4442
4443 if s is None:
ValueError: x and y must be the same size
The second one is a loop function
Error:
ValueError Traceback (most recent call last)
<ipython-input-107-189155ee8df1> in <module>
1 plt.figure(figsize=(20,6))
----> 2 plt.scatter(stds,returns)
3 plt.title('Efficient Frontier')
4 plt.xlabel('Portfolio std')
5 plt.ylabel('Porfolio returns')
C:\Anaconda3\lib\site-packages\matplotlib\pyplot.py in scatter(x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, data, **kwargs)
2888 verts=cbook.deprecation._deprecated_parameter,
2889 edgecolors=None, *, plotnonfinite=False, data=None, **kwargs):
-> 2890 __ret = gca().scatter(
2891 x, y, s=s, c=c, marker=marker, cmap=cmap, norm=norm,
2892 vmin=vmin, vmax=vmax, alpha=alpha, linewidths=linewidths,
C:\Anaconda3\lib\site-packages\matplotlib\__init__.py in inner(ax, data, *args, **kwargs)
1445 def inner(ax, *args, data=None, **kwargs):
1446 if data is None:
-> 1447 return func(ax, *map(sanitize_sequence, args), **kwargs)
1448
1449 bound = new_sig.bind(ax, *args, **kwargs)
C:\Anaconda3\lib\site-packages\matplotlib\cbook\deprecation.py in wrapper(*inner_args, **inner_kwargs)
409 else deprecation_addendum,
410 **kwargs)
--> 411 return func(*inner_args, **inner_kwargs)
412
413 return wrapper
C:\Anaconda3\lib\site-packages\matplotlib\axes\_axes.py in scatter(self, x, y, s, c, marker, cmap, norm, vmin, vmax, alpha, linewidths, verts, edgecolors, plotnonfinite, **kwargs)
4439 y = np.ma.ravel(y)
4440 if x.size != y.size:
-> 4441 raise ValueError("x and y must be the same size")
4442
4443 if s is None:
ValueError: x and y must be the same size
The third one doesn't show any error but the graph with go.Figure() from plotly is blank.
Probably it's a question of dimension but no clue what to do to improve the values' and let them be represented.
Thanks in advance.