Markowitz portfolio optimization on synthetic and real stocks
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Updated
Dec 20, 2017 - Python
Markowitz portfolio optimization on synthetic and real stocks
A Java implementation of the VBA code for the Critical Line Algorithm in the book "Mean-Variance Analysis in Portfolio Choice and Capital Markets" by Harry M. Markowitz
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
Efficient frontier for different correlation coefficients between two assets
Efficient Frontier using R
Portfolio Optimization on a Quantum computer.
I did this project as a challenge for my Master's degree. The objective was to find the efficient frontier and the maximum sharpe portfolio using a simulation with a dataset of 70 thousand investment funds
Markowitz's inspired portfolio selection application
A JavaScript library to allocate and optimize financial portfolios.
This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.
MVO and Monte Carlo Simulation for Financial Portfolio optimization
Portfolio optimization with deep learning.
This is a web app that helps people understand the main concepts from Markowitz's Modern Portfolio Theory
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