Maximize Sharpe's Ratio given a correlation matrix.

[Star Strider]

Describe how you intend to implement the Sharpe ratio (preferably with efficient code).

[Connor Long]

That's kinda where I'm stumped, given the matrix im not sure how exactly I need to use that info and put it into a code.

[Star Strider]

I have no idea what it even is. Perhaps if you describe it, we can help you.

Answer 1

[Connor Long]

Here is the full problem.