Portfolio optimizer
-
Updated
Oct 18, 2021 - Jupyter Notebook
Portfolio optimizer
[✔️APROVADO EM REVISTA INTERNACIONAL] Ambiente de Análise de Investimentos - Um ambiente que provê soluções Data Driven para criar análises inteligentes de ações da BOVESPA.
Digital Tools For Finance course assignment
The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School
Backtesting Algo-Trading Strategies, FinTech Analysis & Portfolio Optimization: NVDA, AMD, INTC, MSI vs S&P 500 Benchmark
Performing Basic Exploratory Data Analysis on popular stocks, diversifying the basic portfolio by selecting stocks from different sectors, then optimizing the weights of each stock in the portfolio using Modern Portfolio Theory and plotting the Markowitz Curve.
Constructed a portfolio optimization solver and performed backtesting to assess the performance the Markowitz Model
This project was conducted as the final assignment for the Mathematical Optimization for Data Science course. The objective was to analyze and compare two variants of the Frank-Wolfe Method with the Projected Gradient Method in solving the Markowitz portfolio optimization problem.
Quantum Markowitz on D-Wave
Using Shiny for Python to visualize mean-variance portfolio optimization, using mean monthly returns.
This project was carried out as the final assignment for the Mathematical Optimization for Data Science course. The goal of the analysis was to compare two variants of the Frank-Wolfe Method with the Projected Gradient Method on the Markowitz portfolio optimization problem.
In this capstone project, we will perform portfolio analysis, visualization and optimization. Portfolio analysis is the process of selecting the optimal portfolio out of a set of available portfolios with the objective of maximizing returns and reducing risks.
investment portfolio optimization, mean-variance analysis
A theoretical derivative pricing calculator using pricing models such as Black-Scholes, Binomial, and Monte Carlo simulations, implemented with Python and SciPy.
Project on Markowtz Portfolio Management offered by the Science and Technology Council(SNT, IITK) in 2020-21 Sem II
Modern Portfolio Theory -- optimization and other related codes
This is an in-depth analysis tool for equity fund managers focusing on large-cap shares.
Final Project of Capital Markets
Remake repo sebelumnya, yang ini semoga di acc sebagai skripsi UBHARA
Add a description, image, and links to the markowitz-portfolio topic page so that developers can more easily learn about it.
To associate your repository with the markowitz-portfolio topic, visit your repo's landing page and select "manage topics."