ApurvShah007 / portfolio-optimizer
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.
☆40Updated 4 years ago
Alternatives and similar repositories for portfolio-optimizer:
Users that are interested in portfolio-optimizer are comparing it to the libraries listed below
- I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have …☆61Updated 4 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆89Updated last year
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆55Updated 8 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆18Updated last year
- 'Portfolio Analysis, methods for portfolio optimization'☆22Updated 4 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆66Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆47Updated 4 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- ☆22Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 2 months ago
- ☆36Updated 3 years ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Calculate Black Scholes Implied Volatility - Vectorwise☆16Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- A python command line tool to calculate options max pain for a given company symbol and options expiry date.☆23Updated 2 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Factor Investing Library☆26Updated 2 years ago