A program for financial portfolio management, analysis and optimisation.

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Mean Variance (Markowitz) Portfolio Optimization and Beyond

Python based Quant Finance Models, Tools and Algorithmic Decision Making

Robo-advisor

📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.

Python Jupyter Notebooks for Financial Portfolio Optimization

Markowitzify 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."

Dynamic portfolio optimization

ESG-investment AI

Diversificador de carteira de investimentos utilizando otimização de Markowitz

Performing the Financial Analysis on Historic Stock Market Data such as calculating various risks, returns,etc.

Resources for Quantitative Finance

A research-style project that solves the mean-variance portfolio optimization problem with a cardinality constraint using integer programming. This model captures the real-world need to limit the number of assets in a portfolio, introducing combinatorial complexity and paving the way for quantum-inspired methods.

Portfolio Optimization on a Quantum computer.

The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment

PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing

Backtesting Algo-Trading Strategies, FinTech Analysis & Portfolio Optimization: NVDA, AMD, INTC, MSI vs S&P 500 Benchmark

Markowitz Efficient Frontier and volatility measures in Python