GitHub / sanjeevai / smart-beta-portfolio-optimization
Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..
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PURL: pkg:github/sanjeevai/smart-beta-portfolio-optimization
Stars: 47
Forks: 22
Open issues: 0
License: None
Language: HTML
Size: 11.4 MB
Dependencies parsed at: Pending
Created at: over 6 years ago
Updated at: almost 2 years ago
Pushed at: over 6 years ago
Last synced at: almost 2 years ago
Topics: benchmark, beta, etf, funds, portfolio-management, portfolio-optimization, smart-beta-portfolios, stock