Smart Beta and Portfolio Optimization

Udacity - AI for Trading Nanodegree Program

Project Overview

Build a smart beta portfolio and compare it to a benchmark index.
Calculate the tracking error against the index to find out how well the smart beta portfolio did
Build a portfolio by using quadratic programming to optimize the weights.
Rebalance the portfolio and calculate turn over to evaluate the performance.
Use the turn over metric to find the optimal rebalancing Frequency.

For the dataset, the end of day from Quotemedia is used.

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
data		data
.gitattributes		.gitattributes
.gitignore		.gitignore
README.md		README.md
helper.py		helper.py
project_3_starter.ipynb		project_3_starter.ipynb
project_helper.py		project_helper.py
project_tests.py		project_tests.py
requirements.txt		requirements.txt
tests.py		tests.py