Portfolio optimization with deep learning.
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Updated
Jan 24, 2024 - Python
Portfolio optimization with deep learning.
A JavaScript library to allocate and optimize financial portfolios.
Markowitz portfolio optimization on synthetic and real stocks
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.
Portfolio Optimization on a Quantum computer.
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.
Constructing mean-variance efficient frontiers from MPT.
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
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
MVO and Monte Carlo Simulation for Financial Portfolio optimization
Efficient frontier for different correlation coefficients between two assets
Efficient Frontier using R
This is a web app that helps people understand the main concepts from Markowitz's Modern Portfolio Theory
Markowitz's inspired portfolio selection application
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