Skip to content
#

portfolio-optimisation

Star

Here are 3 public repositories matching this topic...

Language: Python
Filter by language
All 10 Jupyter Notebook 5 Python 3 Julia 1 MATLAB 1
FinQuant

fmilthaler / FinQuant

Star 1.6k

A program for financial portfolio management, analysis and optimisation.

finance analysis monte-carlo financial monte-carlo-simulation investment financial-analysis optimisation returns financial-portfolio-management moving-average investment-strategies investment-portfolio investment-analysis markowitz-portfolio portfolio-management bollinger-bands efficient-frontier portfolio-optimisation portfolio-properties
  • Updated Nov 4, 2023
  • Python

alichopping / Mean-Variance-Optimisation

Star 1

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

mean-variance-optimization mean-variance-analysis efficient-frontier portfolio-optimisation markowitz-model markowitz-portfolio-analysis
  • Updated Sep 10, 2024
  • Python

Improve this page

Add a description, image, and links to the portfolio-optimisation topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the portfolio-optimisation topic, visit your repo's landing page and select "manage topics."

Learn more