Create a vector of weights for the portfolio using mean-variance portfolio optimization. Using the current perpetual futures contracts available on FTX from 2021-10-01T00:00:00+00:00 to 2021-10-31T23:00:00+00:00 using 1 hour data. Construct the portfolio using the following three contracts: BTC, ETH, ADA.

Requirement: • Executes on Ubuntu with python 3.7+ • Connects, parses, and processes related data from FTX REST API • Computes mean-variance optimization • Documentation in a markdown readme file • Outputs dictionary of format { ‘perp_contract_name1’ : weight1, ‘perp_contract_name2’ : weight2, etc…}

Direct python file is : coding_Py.py Jupyter ipython version is : SingAlliance_CodingChallenge_v2.ipynb