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Rethyam Gupta's Projects

black-litterman-model-optimization icon black-litterman-model-optimization

In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman, and published in 1992. It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice.

pairs-trade icon pairs-trade

A pairs trade or pair trading is a market neutral trading strategy enabling traders to profit from virtually any market conditions: uptrend, downtrend, or sideways movement. This strategy is categorized as a statistical arbitrage and convergence trading strategy.

portfolio-optimization-using-ga icon portfolio-optimization-using-ga

To optimize our investment portfolio, we assign weights to N assets based on historical returns to maximize returns and minimize risk. Comparing this approach to Modern Portfolio Theory (MPT) helps evaluate its effectiveness in achieving these goals.

technical-indicators icon technical-indicators

In technical analysis in finance, a technical indicator is a mathematical calculation based on historic price, volume, or open interest information that aims to forecast financial market direction.

trend-indicators icon trend-indicators

A trend indicator shows how the value of one column compares to the value of another column. Trend indicators convey whether performance is improving or getting worse, not going up or going down. You can determine performance at a glance without having to decide whether an increase is good or bad.

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