The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School
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Updated
Apr 8, 2024 - Python
The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School
A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities
Efficient Frontier Implementation in Python
Efficient frontier for different correlation coefficients between two assets
This is a python script that annually rebalances a portfolio to optimise for the best Sharpe ratio
Using Excel and some financial skills
This repository contains code that reproduces the results of the paper Improvements to Modern Portfolio Theory based models applied to electricity systems. Published version available at https://doi.org/10.1016/j.eneco.2022.106047.
CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html
A Julia package for optimization of financial portfolios.
Enhanced Chilean Mutual Fund Data Explorer
Efficient Portfolio Allocation using Markowitz's Efficient Frontier
Boldly drive your kart to where no one has gone before: the Northwest corner of the Efficient Frontier. Can you hold on, or will the economic shocks throw you off your game?
This project aims to test Portfolio Optimization methods on stock data in python.
Analyzed the use of Bitcoin as an asset class. Performance within a portfolio strategy compared to a portfolio which included only equity and bonds.
The order-md algorithm is an adjustment of the order-m algorithm for estimating efficiency scores of decision making units (firms)
MS Data Science exit portfolio
An open source library for portfolio optimization using Efficient Frontier Model
Efficient Frontier using R
📉Some projects in ML and DL📈
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