find how much of a portfolio's funds should be allocated to each stock so as to optimize it's performance define "optimal" as maximum Sharpe ratio. find allocations to the symbols that maximizes Sharpe Ratio. Assume 252 trading days in a year and a risk free rate of 0

Implement a Python function named optimize_portfolio() in the file optimization.py that can find the optimal allocations for a given set of stocks The function accept as input a list of symbols as well as start and end dates and return a list of floats (as a one-dimensional numpy array) that represents the allocations to each of the equities. returned output is:

allocs: A 1-d Numpy array of allocations to the stocks, must sum to 1.0 cr: Cumulative return adr: Average daily return sddr: Standard deviation of daily return The input parameters are:

sd: A datetime object that represents the start date ed: A datetime object that represents the end date syms: A list of symbols that make up the portfolio (note that your code should support any symbol in the data directory) gen_plot: If True, create a plot named plot.png