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
- Signal Processing for Dummies☆11Mar 13, 2020Updated 6 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆19Dec 17, 2022Updated 3 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆26Jul 6, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- Dynamic adjusted BL portfolio based on GARCH model☆10Aug 23, 2018Updated 7 years ago
- 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
- 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☆12Jul 19, 2019Updated 7 years ago
- Multi Layer Perceptron with SGD, Momentum and AdaGrad from Scratch Using Python3☆15Mar 22, 2017Updated 9 years ago
- Support Vector Machine Stock Market Prediction☆19Jan 2, 2019Updated 7 years ago
- Mean Reversion Trading Strategy☆30Apr 20, 2021Updated 5 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
- Deep Dynamic Factor Models☆27Jul 1, 2026Updated 3 weeks ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Object oriented toolbox for data management, graphics and econometrics.☆10Nov 23, 2024Updated last year
- 多因子模型相关☆23Jun 16, 2021Updated 5 years ago
- A bot that sends telegram notification on activity made by a wallet☆11Dec 5, 2023Updated 2 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Particle Swarm Optimization☆19Jul 26, 2015Updated 10 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 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
- This is the code for "Reinforcement Learning for Stock Prediction" By Siraj Raval on Youtube☆23Mar 26, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆16Mar 7, 2020Updated 6 years ago
- A simple numpy-based genetic algorithm library for function parameter optimization.☆11Apr 7, 2016Updated 10 years ago
- 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
- A 3-layer neural network with SGD and Adam optimizers built from scratch with numpy.☆22Jun 7, 2017Updated 9 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 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 5 years ago
- A collection of numerical methods in Python. Includes root finding, interpolation, least squares, differentiation, integration, Monte Car…☆19Nov 28, 2015Updated 10 years ago
- DCA analysis on the s&p 500☆24Jan 22, 2026Updated 6 months 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☆12Feb 21, 2023Updated 3 years ago
- ☆14Dec 14, 2025Updated 7 months ago
- An API Rest with Flask and MongoEngine☆18Jan 29, 2025Updated last year
- ☆29Mar 21, 2019Updated 7 years ago
- analyze financial data using python: numpy, pandas, etc.☆20Jan 1, 2018Updated 8 years ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆12Dec 30, 2024Updated last year
- 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