rshemet/MarkowitzPortfolioOptimization rshemet/MarkowitzPortfolioOptimization

  • Stars
    star
    44
  • Rank 631,086 (Top 13 %)
  • Language
    Python
  • Created over 4 years ago
  • Updated over 4 years ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
rshemet/MarkowitzPortfolioOptimization
github

rshemet

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Computing a solution for the optimal mean-variance tradeoff (maximising Sharpe Ratio) of a portfolio according to MPT.

More Repositories

1

OLS_coeffs_walkthrough

Simple calculation of the OLS coefficients only using numpy as an external library.
Python
2
star
2

TimeSeries

Forecasting time series data using M3 and M4 competition methodology
Python
1
star