Global Efficient Frontier

The efficient frontier is the set of optimal portfolios that offer the highest expected return for a defined level of risk or the lowest risk for a given level of expected return. (Source: Investopedia)

from EigenLedger import portfolio_analysis, Engine

portfolio = Engine(
      start_date = "2018-01-01",
      benchmark = ["SPY"], #SPY is set by default
      portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"],
      optimizer = "EF"
)

portfolio_analysis(portfolio)

When using this optimizer, the weights may be not well-diversified, you can fix that by reading the "Diversification" section :

Diversification