10 skills found
DemetersSon83 / MarkowitzifyMarkowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
husainm97 / Quant Lab AlphaOpen-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.
adelshb / Quantum Portfolio OptimizationPortfolio Optimization on a Quantum computer.
PeterQiu0516 / RoboAdvisorA portfolio selection recommendation system based on Markowitz Mean-Variance Model and Black-Litterman Model implemented on the financial App "Navigator".
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.
LucS12 / Esg Investing AppESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.
ronik-v / Investing Telegram BotTelegram bot for creating optimal investment portfolio structures and visualizing information about stock price dynamics.
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.
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
