SOURCE: Code used from Investment Management with Python and Machine Learning - EDHEC Business School - Coursera Course (edhec_risk_kit).
This code locates the point on the efficient frontier that is the Global Minimum Variance portfolio given a covariance matrix based on stocks provided by the user.
Based on the portfolio weights, the code will determine the amount of money to invest in each stock/mutual fund given a total amount of money to invest in.