A Portfolio Object to automatically do portfolio optimization and statistics on historical stock data from Yahoo! Finance in Rstudio

Six portfolio optimization strategies were considered, plus one benchmark. We considered methods relying both in ML and common statistical procedures; and we run an out-of-sample back-test for each strategy. Through performance metric calculations, we determine that ML methods significantly improve returns, but not always increase the Sharpe Ratio.

Tool to test the out-of-sample performance of portfolio optimization models

A python application, that demonstrates optimizing a portfolio using machine learning.

Implementation of Modern Portfolio Theory in Python

Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.

Web application that uses principles of Modern Portfolio Theory to create a portfolio with the highest expected returns

Portfolio optimization system that maximizes returns while effectively managing risk.

Modern Portfolio Theory Calculator

Stock Portfolio Optimization with Particle Swarm Optimization, using Modern Portfolio Theory

Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.

Application for portfolio optimization with post-modern portfolio theory (PMPT)

Implementation of modern portfolio optimization (mean-variance portfolio optimization) using Monte Carlo simulation and sequential least squares programming (scipy package) in Python

Application and data for analyzing and structuring portfolios for climate investing.

Design and build a reliable, large-scale trading data pipeline.

Investment Strategy to find the minimum risk portfolio combination/arrangement.

Statistical enquiry into Modern Portfolio Theory

Repository untuk proyek mata kuliah Metodologi Penelitian. Membuat GUI Apps Optimasi Portofolio Saham Sektor Properti & Real Estate

Enhanced Chilean Mutual Fund Data Explorer