portfolio-optimisation

There are 0 repository under portfolio-optimisation topic.

• FinQuant

  fmilthaler / FinQuant

  A program for financial portfolio management, analysis and optimisation.

  portfolio-managementportfolio-optimisationoptimisationfinancefinancial-analysisanalysisfinancialfinancial-portfolio-managementmoving-averagebollinger-bandsportfolio-propertiesmonte-carloinvestmentinvestment-analysisinvestment-portfolioinvestment-strategiesreturnsmarkowitz-portfolioefficient-frontiermonte-carlo-simulation
  Language:Python 1455

• chrischia06 / AlgoTradingSimulatedPaths

  Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB

  portfolio-optimisation
  Language:MATLAB 35

• dcelisgarza / PortfolioOptimiser.jl

  Portfolio optimisation library.

  investmentfinanceinvestingjuliaportfolio-optimisationportfolio-optimizationfinancial-analysisinvestment-analysisportfolio-managementquantitative-finance
  Language:Julia 6

• LoopGlitch26 / Portfolio-Optimization

  Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN

  deep-reinforcement-learninggenerative-adversarial-networkportfolio-optimisationstock-analysis
  Language:Jupyter Notebook 5

• alframoss / incentive-fees

  Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

  finite-difference-methodhamilton-jacobi-bellmanmertonnumerical-methodspde-solverportfolio-optimisation
  Language:Jupyter Notebook 1

• alframoss / mean-variance-efficient-frontiers

  Constructing mean-variance efficient frontiers from MPT.

  markowitzmodern-portfolio-theoryportfolio-optimisationmean-variance-efficient-frontier
  Language:Jupyter Notebook 1

• alichopping / Mean-Variance-Optimisation

  A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

  efficient-frontiermarkowitz-modelmarkowitz-portfolio-analysismean-variance-analysismean-variance-optimizationportfolio-optimisation
  Language:Python 1

• sundar911 / portfolio_optimisation

  portfolio-optimisationscipy
  Language:Jupyter Notebook 0

• boomelage / Optimisation-and-the-Efficient-Frontier

  efficient-frontierefficient-frontier-calculatorequityequity-marketsequity-researchmarkowitz-portfoliomarkowitz-portfolio-analysisportfolio-optimisationportfolio-optimizationstock-marketstocks
  Language:Python

• kaispace30098 / QuantativeInvestmentResearchSuite

  This project is dedicated to building an interconnected system that bridges traditional investment principles with advanced AI techniques, delivering a comprehensive decision-support framework.

  algorithmic-tradingfinancial-engineeringportfolio-optimisationstock-screeningtime-series-forecasting
  Language:Python