Rollback

Author: tingiskhan

cookbook/2-Mean-Variance-Optimisation.ipynb

@@ -1195,9 +1195,6 @@
     "\n",
     "latest_prices = prices.iloc[-1]  # prices as of the day you are allocating\n",
     "\n",
-    "if prices.isna().values.any():\n",
-    "    latest_prices = prices.dropna(how=\"any\").iloc[-1]\n",
-    "\n",
     "da = DiscreteAllocation(weights, latest_prices, total_portfolio_value=20000, short_ratio=0.3)\n",
     "alloc, leftover = da.lp_portfolio()\n",
     "print(f\"Discrete allocation performed with ${leftover:.2f} leftover\")\n",