Hi,
I just got started and am trying to replicate this great blog post on the Efficient Frontier:
http://blog.quantopian.com/markowitz-portfolio-optimization-2/
However the real-stock implementation is giving me lots of errors, most seemingly related to zipline (sids missing, undefined 'data'...), which leads me to think the code is somewhat outdated.
Is that correct? Does anyone happen to have some working code to share?
Cheers!
J.