Frame prices dimensions (rows,colums): (505, 2) Initial allocations ['SPY', 'GLD'] [0.5, 0.5] Bounds (tuples): ((0.0, 1.0), (0.0, 1.0)) Constraints: {'fun': at 0x118f1d140>, 'type': 'eq'} Start: 2008-01-01 End: 2009-12-31 Symbols: ['SPY', 'GLD'] Optimal allocations (minimizing volatility): [ SPY GLD ] [ 0.465090 0.534910 ] Sharpe Ratio: 0.223417 Volatility (result needs to be within 5%): 0.013421 Average Daily Return: 0.000189 Cumulative Return: 0.051134