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The Portfolio-Management contains code, data file, and report of our group in the class Quantitative Method for Portfolio Management.
Implementation of the paper: https://arxiv.org/abs/1706.10059
Test repository
We study the risk and outcome resulting from a combination of financial assets.
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.
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.
Stochastic Dominance Constraints
That's some portfolio optimization algorithm for some guy from McKinsey.
Portfolio Optimization with Simulated Market Data
Calculating the efficient frontier for different investment universes both with the classical and the Monte Carlo approach.
This is intended to implement and test some new research papers in MPT.
Awesome project
Implementation of Mean-Variance Model (including individual weight constraints) for a capstone mathematics project
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 application created with R shiny
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.
A Python module for calculating and visualizing performance of an investment portfolio
Generating PDF report of the portfolios via automation
R script for plotting stock portfolio performance over time.
A copula-based simulation model for big tech and defensive portfolios risk management
Optimize investment portfolio using python and streamlit
Script for constructing a portfolio from different stock time series and for calculating VaR
Applied Statistics - R Markdown Website
Python scripts for generating analytic tests for credit portfolio loss distributions
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.