Help with script

Question

I need to write a script that takes as input
- A number n of securities to pick;
- Historical price data for each security in the index, as well as for the index itself.

And which produces as output a list of n of the index’s constituents, along with weighting’s, which you feel give a “good approximation” of index’s behavior.

“Good approximation” is open to interpretation.

I’ve got file attachments and implementation details I can e-mail if someone can help me out

Answer 1

We are not going to write code for you at the current state, but we can give you some hints. But you should do a try by yourself, store the code in playground, and link it here. Thanks!