67 skills found · Page 2 of 3
adelshb / Quantum Portfolio OptimizationPortfolio Optimization on a Quantum computer.
bghojogh / Fuzzy Investment CounselorThe code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment
akashprem12 / Portfolio Optimisation Using Monte Carlo SimulationModern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Journal of Finance) is an investment theory based on the idea that risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk is an inherent part of higher reward. It is one of the most important and influential economic theories dealing with finance and investment. We will use this methodology here for portfolio optimization of Apple, Cisco, IBM and Amazon.
gabrielboechat / Markowitz Portfolio In RFull and flexible code to simulate several Markowitz Portfolios using R and free stock market data.
satanldg / Markowitz马科维茨均值方差模型
PeterQiu0516 / RoboAdvisorA portfolio selection recommendation system based on Markowitz Mean-Variance Model and Black-Litterman Model implemented on the financial App "Navigator".
egruttadauria98 / Crypto Efficient Asset ManagementThis repo contains the final project for the class Finance with Big Data, as part of the MSc in Data Science @ Bocconi University. The project consist of a smart contract which serves as a pool of funds that are allocated between different ERC-20 tokens using off-chain Markowitz portfolio optimization. In order to implement the optimization, the smart contract will communicate with a DEX and buy/sell ETH-based fixed rate lending/borrowing as risk-free assets.
etccapital / SVM Genetic AlphaThis is derivative work from literature review of a paper, intending to serve as main alpha for the research project developed under ETC Investment Group, Academy Division. The underlying logic and technique follows through with the abstract: "This paper presents an integrated approach for portfolio selection in a multicriteria decision making framework. Firstly, we use Support Vector Machines for classifying financial assets in three pre-defined classes, based on their performance on some key financial criteria. Next, we employ Real-Coded Genetic Algorithm to solve a mathematical model of the multicriteria portfolio selection problem in the respective classes incorporating investorpreferences." Model: -Multicriteria portfolio selection model developed by Gupta et al. can yield positive results despite a deficit in areas of return and risk -Traditional Markowitz model Multiobjective programming model for asset portfolio allocation Tools and algorithms: Support Vector Machine Real Coded Genetic Algorithm Parameters: Short-term returns (12-month period) Long-term returns(36-month period) Risk Liquidity.
cheyennebiolsi / Naive Bayes TradingA trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz efficient frontier to calculate optimal portfolio weights.
aghanhussain / Markowitz Portfolio Optimization With PythonNo description available
jrvarma / Rshiny Efficient FrontierR-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier
ungil / Markowitz.jlMean-variance optimization using the critical line algorithm
TheReasonMilami / Markowitz Selection PortfolioThis is a Python program that calculates the optimal selection ratios of 3 stocks: NVDA, AVGO, PFE.
py310 / Portfolio Rebalance MethodsPortfolio Rebalance Methods: Explore and implement diverse rebalancing strategies, including Static Weights, Risk Parity, and Markowitz, to optimize and fine-tune your investment portfolios.
alleyeson / Porfolio Selection With HMMThis is a portfolio selection algorithm with a Markowitz algorithm basis, enhanced with Hidden Markov model and simulation
Dragon-Fruits / Black LittermanBlack-Litterman model is an asset allocation model that was first developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman after whom it was named. It was an attempt to modify the existing framework for asset allocation that was established by Harry Markowitz, known as the Mean-Variance Analysis or Modern portfolio theory. The key improvement that Black-Litterman model provides is that it addresses the views of the portfolio manager about the portfolio providing an additional qualitative input that adjusts the expected returns. The contribution to expected return of each of the portfolio asset about which a view is expressed is balanced against its contribution to overall portfolio risk.
tejaslinge / Risk Management And Markowitz Efficient FrontierMarkowitz Efficient Frontier and volatility measures in Python
cdglissov / Constrained OptimizationExercises with constrained optimization (SQP, Trust regions, Newton, LP, Markowitz, KKT)
ShawnJie / Multifactor Model And Portfolio OptimazationConstruct multi-factor model and build Markowitz portfolio, Black-Litterman portfolio and improve by appling ED algorithm to solve LME model
shabbychef / MarkowitzRstatistics of the Markowitz portfolio
