modern-portfolio-theory
There are 4 repositories under modern-portfolio-theory topic.
- Language:Jupyter Notebook 239
- okama-dash
mbk-dev / okama-dash
Python financial widgets with okama and Dash (plotly)
Language:Python 67 opentaps / open-climate-investing
Application and data for analyzing and structuring portfolios for climate investing.
Language:JavaScript 49ApurvShah007 / 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.
Language:Python 41Ztrimus / Stock-Market-Analysis
Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.
Language:Jupyter Notebook 38hobinkwak / Portfolio-Optimization-Deep-Learning
Mean-Variance Optimization using DL (pytorch)
Language:Python 31bottama / trading-strategy-backtest
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
Language:Python 22adelshb / quantum-portfolio-optimization
Portfolio Optimization on a Quantum computer.
Language:Python 15- Language:MATLAB 12
zhuodannychen / Portfolio-Optimization
Modern Portfolio Theorem for portfolio optimization and asset allocation
Language:Python 12Billie-LS / Portfolio_Optimize_PMPT
Application for portfolio optimization with post-modern portfolio theory (PMPT)
Language:Jupyter Notebook 9ebrahimpichka / portfolio-opt
Implementation of modern portfolio optimization (mean-variance portfolio optimization) using Monte Carlo simulation and sequential least squares programming (scipy package) in Python
Language:Jupyter Notebook 9- deep_financial_portfolios
trident-dev / deep_financial_portfolios
An implementation of the Deep-portfolio-theory begins from working on the Modern Portfolio Theory by recreating the Markovian Efficient Frontier, then merges it with DeepFactors with the help of Kolmogorov Arnold Theorem.
Language:Jupyter Notebook 9 LucS12 / esg-investing-app
ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.
Language:HTML 8sheep-farming / Regime-Switching
A MATLAB Realisation of Regime Switching Asset Allocation Strategy
Language:MATLAB 81kc2 / Minimal-Correlation-Portfolio
🏦 Building a Minimally Correlated Portfolio with Data Science
Language:Python 7VanHes1ng / Portfolio_Optimizer
Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios
Language:Python 7- markowitz
hyyking / markowitz
Layout script interpreter and library to visualise markowitz's modern portfolio theory
Language:Python 6 ThePredictiveDev / Modern-Portfolio-Theory-in-Python
This project implements MPT in Python to help investors optimize their portfolio by finding the ideal combination of assets for their investment. The primary goal is to create a portfolio that maximizes return and minimizes risk.
Language:Jupyter Notebook 6Daniel-Carpenter / Portfolio-Optimization
Stock Portfolio Optimization with Particle Swarm Optimization, using Modern Portfolio Theory
Language:HTML 5DominikLindorfer / Portfolio-Optimization
Optimize your Investment Portfolio using MPT
Language:Python 5Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.
Language:Jupyter Notebook 45DollarBurger / Portfolio-Optimization
A simple automated workflow for: 1) identifying investor indifference characteristics 2) strategic asset allocations with optimal risk-return
Language:Python 3Armos05 / Quantitative-Finance
Quantitative Financial Risk Mangement
Language:Jupyter Notebook 2g3-reiten / scalable-backtesting-pipeline
Design and build a reliable, large-scale trading data pipeline.
Language:Jupyter Notebook 2gateTang / TSM-Minimum-Investment-Strategy
Investment Strategy to find the minimum risk portfolio combination/arrangement.
Language:Python 2ibiscp / Modern-Portfolio-Theory
Modern Portfolio Theory and Dollar Cost Averaging simulation for the stock market
Language:JavaScript 2sidnand / portfolioperformance
Tool to test the out-of-sample performance of portfolio optimization models
Language:Python 2alframoss / mean-variance-efficient-frontiers
Constructing mean-variance efficient frontiers from MPT.
Language:Jupyter Notebook 1Bauti2020 / Statistical-and-Machine-Learning-Approaches-for-Portfolio-Optimization
Six portfolio optimization strategies were considered, plus one benchmark, across 3 scenarios,. We considered methods relying both in ML and common statistical procedures; and we run an out-of-sample back-test for each strategy, for every scenario.
Language:Jupyter Notebook 1- sp500perturbator
c4sn / sp500perturbator
Master thesis project for the M.Sc. in Physics of Complex Systems @ Politecnico di Torino
Language:Jupyter Notebook 1 GongJr0 / NeoPortfolio
Portfolio Selection, Weight Optimization, and Backtesting with Sentiment analysis and ML return predictions
Language:Python 1JGekko99 / Portfolio-Optimization-and-Backtesting-Using-Python-A-Pragmatic-Approach
Modern Portfolio Theory (MPT) and Monte Carlo simulations to optimize and backtest a portfolio of various financial assets
Language:Jupyter Notebook 1KrishNayak421 / Modern-Portfolio-Theory
Modern Portfolio Theory (MPT) for predicting the performance of stocks
Language:Jupyter Notebook 1s1dewalker / Portfolio_Analysis
MPT in Python | Efficient Frontier modeling, Fama French 3 Factor Analysis, Monte Carlo Simulations and Portfolio Risk Analysis (Sharpe, VaR)
Language:Jupyter Notebook 1badal39 / Portfolio-Analysis-and-Optimization-with-Sharpe-Ratio
Portfolio optimization system that maximizes returns while effectively managing risk.
Language:Python 0
