I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

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.

Extracts live > 10Y historical data from Yahoo Finance and produces an optimized stock portfolio from S&P 500 using the efficient frontier in modern portfolio theory.

The repository consists of the program which studies data of selected stocks of NIFTY for the period of 6 months and provides the optimized allocation of capital to the stocks

A portfolio optimiser tool using Mean-Variance Optimization with historical data.