Python financial widgets with okama and Dash (plotly)

A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

Mean-Variance Optimization using DL (pytorch)

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

Portfolio Optimization on a Quantum computer.

Modern Portfolio Theorem for portfolio optimization and asset allocation

🏦 Building a Minimally Correlated Portfolio with Data Science

Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios

Layout script interpreter and library to visualise markowitz's modern portfolio theory

Optimize your Investment Portfolio using MPT

A simple automated workflow for: 1) identifying investor indifference characteristics 2) strategic asset allocations with optimal risk-return

Tool to test the out-of-sample performance of portfolio optimization models

Investment Strategy to find the minimum risk portfolio combination/arrangement.

A trading bot that challenges Modern Portfolio Theory by leveraging reinforcement learning to trade a single stock.

Python. CLI portfolio rebalancer and backtesting toolkit with hedge fund–style optimization.

Portfolio optimization system that maximizes returns while effectively managing risk.

Intelligent S&P 500 forecasting and portfolio optimization platform. Prophet time series predictions, Modern Portfolio Theory, Efficient Frontier, and Sharpe ratio maximization. Interactive Streamlit dashboard with real-time data.

Monte Carlo simulation model for risk assessment and portfolio optimization

Repository untuk proyek mata kuliah Metodologi Penelitian. Membuat GUI Apps Optimasi Portofolio Saham Sektor Properti & Real Estate

Portfolio Selection, Weight Optimization, and Backtesting with Sentiment analysis and ML return predictions