Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Journal of Finance) is an investment theory based on the idea that risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that ri…
☆14Mar 15, 2018Updated 8 years ago
Alternatives and similar repositories for Portfolio-Optimisation-using-Monte-Carlo-Simulation
Users that are interested in Portfolio-Optimisation-using-Monte-Carlo-Simulation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Nov 3, 2020Updated 5 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆22Jul 6, 2023Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆18Dec 17, 2022Updated 3 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆42Oct 4, 2022Updated 3 years ago
- Deep Dynamic Factor Models☆26Updated this week
- Support Vector Machine Stock Market Prediction☆19Jan 2, 2019Updated 7 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- Mean Reversion Trading Strategy☆30Apr 20, 2021Updated 5 years ago
- A bot that sends telegram notification on activity made by a wallet☆11Dec 5, 2023Updated 2 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.☆30May 27, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- A simple numpy-based genetic algorithm library for function parameter optimization.☆11Apr 7, 2016Updated 10 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- ☆16Mar 7, 2020Updated 6 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆13Oct 11, 2023Updated 2 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆28Mar 1, 2023Updated 3 years ago
- Using K-Means algorithm for customer segmentation due to credit card behavior☆20Jun 14, 2021Updated 4 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆18Jan 30, 2025Updated last year
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 years ago
- The objective of this project is to develop a Monte Carlo simulation model for portfolio optimization to maximise an investor's max retur…☆12Dec 7, 2023Updated 2 years ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆10Dec 30, 2024Updated last year
- ☆13Jul 19, 2018Updated 7 years ago
- analyze financial data using python: numpy, pandas, etc.☆21Jan 1, 2018Updated 8 years ago
- DCA analysis on the s&p 500☆25Jan 22, 2026Updated 4 months ago
- ☆21Jun 17, 2024Updated last year
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Oct 21, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Sentiment Analysis On Financial News Headlines With BERT & FinBERT☆13Feb 21, 2023Updated 3 years ago
- Classical Least Squares method implementation with Python. Application example on Quantitative Spectral Analysis: Calculating spectral si…☆15May 6, 2020Updated 6 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- Loan Default Prediction using PySpark, with jobs scheduled by Apache Airflow and Integration with Spark using Apache Livy☆22Dec 26, 2020Updated 5 years ago
- LGBM ：推导原理、参数含义、超参数设置（网格、随机、贝叶斯搜索）☆12Jan 15, 2019Updated 7 years ago