Scenario:

I am looking at optimizing my portfolio by investing in various stocks on 3/27/2018 based on their daily performance over the course of March 2018. I am investing in a number of stocks for the next 20 trading days, assuming that they will have the same performance in the next 20 trading days that they did in March 2018. There are 448 stocks to choose from, all from the S&P500 index. Daily return mean and standard deviation are provided in the data as ret_mean and ret_std. Expected return dollars over the next 20 trading days is calculated as price*dailyAverageReturn*20. Expected risk dollars over the next 20 trading days is calculated as price*daily Return Standard Deviation*20.

1) Decide how much money to invest in each of the stocks to maximize expected return dollars while meeting a budget of $20,000 to invest. I also would not like my expected risk dollars to be more than $5,000. Assume I can invest a partial amount (however small I would like) in each stock, but I need to diversify my portfolio so I can't invest in each stock more than once. Return the number of stocks bought, total money spent, expected risk dollars, expected return dollars, and the number of stocks bought in each Sector (i.e. Energy, Healthcare, etc.)

2) Decide how much money to invest in each of the stocks to maximize expected return dollars while meeting a budget of $20,000 to invest. I also would not like my expected risk dollars to be more than $5,000. Each stock is all or nothing -I can either invest in the whole stock for the full cost or not invest in it at all. I need to diversify my portfolio so I can't invest in each stock more than once. Return the number of stocks bought, total money spent, expected risk dollars, expected return dollars, and the number of stocks bought in each Sector (i.e. Energy, Healthcare, etc.)

3) I'm not sure how much my risk dollars requirement is hurting my investing efforts, so I would like to see how sensitive my results are to my risk dollar threshold. How high will my return be if I have a higher or lower risk tolerance? I would like to evaluate every risk dollars option in $500 intervals between $500 and $10,000 (i.e. $500,$1000,$1500, etc.). Again, I have a budget of $20,000 to invest. Assume I can invest a partial amount (however small you would like) in each stock, but I can't invest in each stock more than once. To evaluate the different investment options, I would like to build a function which takes in risk Dollars Threshold as an input and outputs the number of stocks bought, total money spent, expected risk dollars, and expected return dollars. Return these values in a csv file. The csv file should have 20 rows and the columns should be:

2. risk Dollars Threshold
4. number of stocks
6. total Money Spent
8. expected Risk Dollars
10. expected Return Dollars