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The aim of this project is to compare the performance of a portfolio of fifteen distinct stocks measured against the SP500TR between 2013 and 2017 performance listed in various markets and optimize them for the first three months of 2018. The ticker data was chosen from the company list of NASDAQ and Quandl wiki dataset. The data for S&P 500 was…

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swati-murmu/MEAN-VARIANCE-PORTFOLIO-OPTIMIZATION

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Mean Variance Portfolio Optimization

The aim of this project is to compare the performance of a portfolio of fifteen distinct stocks measured against the SP500TR between 2013 and 2017 performance listed in various markets and optimize them for the first three months of 2018. The ticker data was chosen from the company list of NASDAQ and Quandl wiki dataset. The data for S&P 500 was taken from Yahoo’s finance website.

ETL was performed with PostgreSQL and RStudio. The portfolio was compared with the index by analyzing the charts.

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The aim of this project is to compare the performance of a portfolio of fifteen distinct stocks measured against the SP500TR between 2013 and 2017 performance listed in various markets and optimize them for the first three months of 2018. The ticker data was chosen from the company list of NASDAQ and Quandl wiki dataset. The data for S&P 500 was…

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