Repeat the backtesting experiments in this lesson for a set of stocks that you have an interest in investing in. That is, the two experiments contrast the traditional Markowitz approach with the Factor approach to refining portfolio weights.

By using the default data oor your own data check the robustness of the factor approach by varying the target return and repeating the two experiments.

Note: Be sure to delete the existing return number beside Target, enter a new target return number followed by Enter (or Return) key.