Discover @rshemet Open Source projects

@rshemet

rshemet

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Global Rank 339,223 (Top 12 %)
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Registered about 6 years ago
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Python
100.0 %
Location 🇬🇧 United Kingdom
Country Total Rank 14,081
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Python
2,785

MarkowitzPortfolioOptimization

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

OLS_coeffs_walkthrough

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

TimeSeries

Forecasting time series data using M3 and M4 competition methodology