Financial engineering from a signal processing perspective
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Updated
Sep 10, 2022 - Jupyter Notebook
Financial engineering from a signal processing perspective
Final Project of THU course Investment
Projects and reusable code from my time completing Codecademy's Analyze Financial Data with Python Skill Path. August 2021.
The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School
Markowitz mean-variance criterion in R
Plot the efficient frontier of any combination of assets using Yahoo Finance Historical Data.
Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.
Project on Markowitz Portfolio Management offered by the Finance and Analytics Club, IIT Kanpur in 2020-21 II
Optimization Methods in Finance, final project, auxiliary codes in Matlab for OMV curve, sharpe ratio and admissible regions
Using Shiny for Python to visualize mean-variance portfolio optimization, using mean monthly returns.
Implemented the Porfolio optimization using Markowitz Model on VOO(NYSE) and BLV(NYSE) initally in Google Sheets
Course Project for the course Intro to Financial Engineering
An experimental stock portfolio application with performance stats, company news filter and Markowitz portfolio optimization.
Bachelor’s Thesis. Classic and RL portfolio optimization methods.
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