investment portfolio optimization, mean-variance analysis
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Updated
Dec 14, 2020 - Python
investment portfolio optimization, mean-variance analysis
A simple automated workflow for: 1) identifying investor indifference characteristics 2) strategic asset allocations with optimal risk-return
Experiments and notes created as a part of Copenhagen Investment Club
Dynamic Asset Allocation Model with LSTM and Macowitz portfolio Loss Function
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Investing library and command-line interface inspired by the Bogleheads philosophy
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Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
Python financial widgets with okama and Dash (plotly)
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