karagul Goto Github PK

portfolio-management-2

The Portfolio-Management contains code, data file, and report of our group in the class Quantitative Method for Portfolio Management.

portfolio-management-ai

Implementation of the paper: https://arxiv.org/abs/1706.10059

portfolio-management-applications

Test repository

portfolio-management-mpt-

We study the risk and outcome resulting from a combination of financial assets.

portfolio-management-via-garch

portfolio-optimisation-using-monte-carlo-simulation

Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Journal of Finance) is an investment theory based on the idea that risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk is an inherent part of higher reward. It is one of the most important and influential economic theories dealing with finance and investment. We will use this methodology here for portfolio optimization of Apple, Cisco, IBM and Amazon.

portfolio-optimization

Code to visualize the efficient market frontier with volatility, expected return, and sharpe ratio. Then finds the value that minimizes volatility (risk) while maximizing returns.

portfolio-optimization-

Stochastic Dominance Constraints

portfolio-optimization-1

That's some portfolio optimization algorithm for some guy from McKinsey.

portfolio-optimization-2

Portfolio Optimization with Simulated Market Data

portfolio-optimization-3

Calculating the efficient frontier for different investment universes both with the classical and the Monte Carlo approach.

portfolio-optimization-4

This is intended to implement and test some new research papers in MPT.

portfolio-optimization-5

Awesome project

portfolio-optimization-6

Implementation of Mean-Variance Model (including individual weight constraints) for a capstone mathematics project

portfolio-optimization-7

Built a portfolio optimization algorithm to maximize expected returns on a combination of stocks using live feeds and historical data from yahoo finance using regression models, matrix transformations and principal component analysis. Designed a model to predict the performance of the portfolio based on multiple factors such as market returns, volatility, GDP and inflation

portfolio-optimization-a-k-mean-hierarchical-clustering-approach

Portfolio optimization, a K-mean & hierarchical clustering approach

portfolio-optimization-and-simulation-with-matlab

portfolio-optimization-app

Portfolio optimization application created with R shiny

portfolio-optimizer

A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

portfolio-performance-evaluation-module

A Python module for calculating and visualizing performance of an investment portfolio

portfolio-performance-selection

portfolio-performance-tracker

Generating PDF report of the portfolios via automation

portfolio-plotter

R script for plotting stock portfolio performance over time.

portfolio-risk-management

A copula-based simulation model for big tech and defensive portfolios risk management

portfolio-streamlit

Optimize investment portfolio using python and streamlit

portfolio-var-calculation

Script for constructing a portfolio from different stock time series and for calculating VaR

portfolio-website

Applied Statistics - R Markdown Website

portfolioanalytics

Python scripts for generating analytic tests for credit portfolio loss distributions

portfolioattribution

portfolioattribution-1