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portfolio-optimisation · GitHub Topics · GitHub

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portfolio-optimisation

Here are 9 public repositories matching this topic...

FinQuant

fmilthaler / FinQuant

A program for financial portfolio management, analysis and optimisation.

finance analysis monte-carlo financial monte-carlo-simulation investment financial-analysis optimisation returns financial-portfolio-management moving-average investment-strategies investment-portfolio investment-analysis markowitz-portfolio portfolio-management bollinger-bands efficient-frontier portfolio-optimisation portfolio-properties

Updated Nov 4, 2023
Python

chrischia06 / AlgoTradingSimulatedPaths

Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB

portfolio-optimisation

Updated Apr 4, 2021
MATLAB

dcelisgarza / PortfolioOptimiser.jl

Portfolio optimisation library.

finance julia investing portfolio-optimization quantitative-finance investment financial-analysis investment-analysis portfolio-management portfolio-optimisation

Updated Nov 11, 2024
Julia

LoopGlitch26 / Portfolio-Optimization

Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN

deep-reinforcement-learning generative-adversarial-network stock-analysis portfolio-optimisation

Updated Jun 17, 2023
Jupyter Notebook

alframoss / mean-variance-efficient-frontiers

Constructing mean-variance efficient frontiers from MPT.

modern-portfolio-theory markowitz portfolio-optimisation mean-variance-efficient-frontier

Updated Aug 15, 2024
Jupyter Notebook

alframoss / incentive-fees

Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

numerical-methods pde-solver finite-difference-method hamilton-jacobi-bellman portfolio-optimisation merton

Updated Aug 15, 2024
Jupyter Notebook

alichopping / Mean-Variance-Optimisation

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

mean-variance-optimization mean-variance-analysis efficient-frontier portfolio-optimisation markowitz-model markowitz-portfolio-analysis

Updated Sep 10, 2024
Python

boomelage / Optimisation-and-the-Efficient-Frontier

stock-market portfolio-optimization stocks equity equity-markets markowitz-portfolio efficient-frontier portfolio-optimisation equity-research markowitz-portfolio-analysis efficient-frontier-calculator

Updated Sep 1, 2024
Python

sundar911 / portfolio_optimisation

scipy portfolio-optimisation

Updated Aug 31, 2021
Jupyter Notebook

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