Simulated Portfolio Optimization (GBM & DDPG)

My portfolio, made with HTML5 and CSS3. Simple, clean and lightweigth

Portfolio optimization and back-testing.

This Project aims to technically analyze various portfolio diversification strategies and build a mean-variance efficient portfolio strategy positioned for a risk-averse investor.

The Operator Splitting QP Solver

Python code that converts the multi-objective portfolio optimization problem into a QUBO problem.

Оптимизация долгосрочного портфеля акций

Portfolio optimisation library.

Dashboard de mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

Presentación de mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

Mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

Python financial widgets with okama and Dash (plotly)

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

理財機器人實作－包含單因子選股策略、投資組合最佳化、停損再平衡、定期再平衡（下載可直接執行）

DcaPal is a free, no registration, online tool to help you keep your portfolio balanced with dollar cost averaging investments

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.

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

Analysing monte-carlo portfolios with modern portfolio theory