This is a web app that helps people understand the main concepts from Markowitz's Modern Portfolio Theory
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Updated
Apr 17, 2024 - JavaScript
This is a web app that helps people understand the main concepts from Markowitz's Modern Portfolio Theory
Portfolio optimization with deep learning.
MVO and Monte Carlo Simulation for Financial Portfolio optimization
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.
A JavaScript library to allocate and optimize financial portfolios.
Markowitz's inspired portfolio selection application
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
Portfolio Optimization on a Quantum computer.
Efficient Frontier using R
Efficient frontier for different correlation coefficients between two assets
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
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."
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
Markowitz portfolio optimization on synthetic and real stocks
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