def min_volatility(self):
        """
        Minimise volatility.

        :return: asset weights for the volatility-minimising portfolio
        :rtype: dict
        """
        args = (self.cov_matrix, self.gamma)
        result = sco.minimize(
            objective_functions.volatility,
            x0=self.initial_guess,
            args=args,
            method="SLSQP",
            bounds=self.bounds,
            constraints=self.constraints,
        )
        self.weights = result["x"]
        return dict(zip(self.tickers, self.weights))
def min_volatility ( self ) : args = ( self . cov_matrix , self . gamma ) result = sco . minimize ( objective_functions . volatility , x0 = self . initial_guess , args = args , method = "SLSQP" , bounds = self . bounds , constraints = self . constraints , ) self . weights = result [ "x" ] return dict ( zip ( self . tickers , self . weights ) )
Minimise volatility.

        :return: asset weights for the volatility-minimising portfolio
        :rtype: dict