The Math of the "Perfect" Portfolio

Can you mathematically guarantee higher returns with lower risk? In 1952, Harry Markowitz proved you can. Here is the math (and the Python code) to find the perfect portfolio. Code: https://github.com/MrNtex/MontecarloEfficientFrontier Chapters: 0:00 - The Risk vs. Reward 2:02 - Quantifying Risk (Variance) 4:40 - Correlation 7:21 - Building the Efficient Frontier 11:47 - The Two-Fund Separation Theorem 12:37 - The Capital Market Line & Sharpe Ratio 14:12 - The Flaws of MPT Resources & Citations: Portfolio Selection, Harry Markowitz - The Journal of Finance Modern Portfolio Theory and Investment Analysis, John Wiley & Sons Investments, Bodie, Zvi Disclaimer: This video is for educational and entertainment purposes only and does not constitute financial advice. The math and models discussed are based on historical data, which does not guarantee future results. Always do your own research before investing in stocks, crypto, or other assets.