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gateTang / TSM-Minimum-Investment-Strategy

Investment Strategy to find the minimum risk portfolio combination/arrangement.

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data-analysisefficient-frontieretfinvestingmodern-portfolio-theorypandasportfoliorisk-analysisrisk-management

Time Series Momentum (TSM) Minimum Investment Strategy

Patch 2.2

Overview

  • Programmed cross-sectional and time-series momentum-based investment algorithms in Python through implementing modern portfolio theory (MPT) and minimum variance frontier optimization of large datasets.
  • Developed investment strategies by identifying market signals through rolling means, equity curves, and maximum drawdown charts to improve portfolio backtest program.
  • Analyzed and reduced noisy datasets from Yahoo Finance through simple moving averages (SMA).

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How to Use ⚙️

Main_Page

Inputs

Asset: Submit each assest individually. E.g. AAPL [Submit/Enter], MSFT [Submit/Enter], ...

Lookback Period: The amount of time to 'look back' in each iteration.

About

Investment Strategy to find the minimum risk portfolio combination/arrangement.

data-analysisefficient-frontieretfinvestingmodern-portfolio-theorypandasportfoliorisk-analysisrisk-management

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