A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.
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Updated
Aug 5, 2020 - Python
A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.
Application and data for analyzing and structuring portfolios for climate investing.
Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.
Mean-Variance Optimization using DL (pytorch)
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
Portfolio Optimization on a Quantum computer.
Modern Portfolio Theorem for portfolio optimization and asset allocation
Implementation of modern portfolio optimization (mean-variance portfolio optimization) using Monte Carlo simulation and sequential least squares programming (scipy package) in Python
An implementation of the Deep-portfolio-theory begins from working on the Modern Portfolio Theory by recreating the Markovian Efficient Frontier, then merges it with DeepFactors with the help of Kolmogorov Arnold Theorem.
🏦 Building a Minimally Correlated Portfolio with Data Science
A MATLAB Realisation of Regime Switching Asset Allocation Strategy
Layout script interpreter and library to visualise markowitz's modern portfolio theory
Optimize your Investment Portfolio using MPT
ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.
Application for portfolio optimization with post-modern portfolio theory (PMPT)
Investment Strategy to find the minimum risk portfolio combination/arrangement.
A simple automated workflow for: 1) identifying investor indifference characteristics 2) strategic asset allocations with optimal risk-return
Modern Portfolio Theory and Dollar Cost Averaging simulation for the stock market
[R] Hong Kong pension funds providers analysis and optimization
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