There are 18 repositories under portfolio-analysis topic.
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
This repository contains the customized trading algorithms that I have created using the Quantopian IDE.
A Python-based stock screener for NSE, India. PKScreener is an advanced free stock screener to find potential breakout stocks from NSE and show its possible breakout values. It also helps to find the stocks which are consolidating and may breakout, or the particular chart patterns that you're looking specifically to make your decisions.
R Shiny app to compare the relative performance of cryptos and equities.
Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.
analyze financial data using python: numpy, pandas, etc.
modeling the behavior of stock markets: create a market simulator, technical indicator, and a strategy that generates orders
Performance attribution analysis, value investment, original investment ideas, alpha seeking
🚀 Portfolio: Co-Pilot, 💡 Investing: Idea Generation, 🚦Trade: Due Diligence
This is a shiny app that let's you create a simple portfolio data analysis report.
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
A full-stack web app to manage and display your cryptoportfolio
Open-source portfolio analysis tools for DIY investors and finance enthusiasts.
User oriented Portfolio optimization application with several configuring options. Back test included. (IBEX35; to be expanded)
PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus on Schwab statements.
Python-powered Excel Macro VBA workbook
NIFTY50 Data Analysis from scratch (Data Extraction & Visualization to Investment Insights)
A C# add-in for Excel that contains functions for risk-adjusted portfolio performance analysis.
An adapter that returns Morpheus DataFrames from Yahoo Finance
Optimize your Investment Portfolio using MPT
Summary charts of trading strategies created with alchemist-lib.
In this section we will explore several contributions on Portfolio Management and Investment.
Mix of good tools for portfolio analysis
Utilizing Machine Learning for portfolio selection with the aim of out-performing benchmark indices
Quantitative analysis to select one fund among several, for inclusion in a suite of products for retirement portfolios, using key metrics, visualizations, and diversification considerations.
This Git repository contains the code and documentation for an investment portfolio management project. The project aims to provide professional consultation to two different investors, Mr. Patrick Jyenger and Mr. Peter Jyenger, based on their unique financial objectives.
All the work completed for a study on machine learning based on financial ratios to pick stocks on the ASX
Backtesting my current US stocks portfolio
A small utility built with R to graph the historical returns of a portfolio of stocks, ETFs or other securities
Here you see how to track your portfolio the right way
Simulation of S&P 500 by fitting a normal distribution to the daily price changes and then sampling to create possible pathway.
Risk Premia Estimation (FamaMacbeth and Three-pass)