portfolio

Parse SEC EDGAR XML Form Data with child nodes using BeautifulSoup Question: I am attempting to scrape individual fund holdings from the SEC’s N-PORT-P/A form using beautiful soup and xml. A typical submission, outlined below and [linked here][1], looks like: <edgarSubmission rel=”nofollow noreferrer”>https://www.sec.gov/Archives/edgar/data/1618627/000114554923004968/primary_doc.xml Asked By: therdawg || Source Answers: Here is the best way, in …

SciPy portfolio optimization with industry-level constraints Question: Trying to optimize a portfolio weight allocation here which maximize my return function by limit risk. I have no problem to find the optimized weight that yields to my return function by simple constraint that the sum of all weight equals to 1, and make the other constraint …