scfengv/Monte-Carlo-Simulation

Monte Carlo simulation model for risk assessment and portfolio optimization

Language: Python - Size: 1.24 MB - Last synced at: about 19 hours ago - Pushed at: about 20 hours ago - Stars: 0 - Forks: 0

rtybase/mpt-calculator

Modern Portfolio Theory Calculator

Language: Java - Size: 283 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 1

KrishNayak421/Modern-Portfolio-Theory

Modern Portfolio Theory (MPT) for predicting the performance of stocks

Language: Jupyter Notebook - Size: 2.18 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 1 - Forks: 1

advocates-close-nyc/Quantum-Asset-Pricing

Asset Pricing Demonstration Project

Language: Objective-C - Size: 22.5 KB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 0 - Forks: 0

axeljuan02/Helios-Engine

Once a personal learning project, Helios has become an entrepreneurial mission. Breaking the knowledge gap. To democratize professional investing.

Language: Jupyter Notebook - Size: 2.75 MB - Last synced at: 4 days ago - Pushed at: 14 days ago - Stars: 0 - Forks: 0

mbk-dev/okama

Investment portfolio and stocks analyzing tools for Python with free historical data

Language: Jupyter Notebook - Size: 50.5 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 238 - Forks: 43

sidnand/portfolioperformance

Tool to test the out-of-sample performance of portfolio optimization models

Language: Python - Size: 832 KB - Last synced at: 22 days ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

vickvey/investflow-frontend

Make data-driven investment decisions with powerful stock analysis and portfolio allocation based on Modern Portfolio Theory.

Language: TypeScript - Size: 12.6 MB - Last synced at: about 8 hours ago - Pushed at: 3 months ago - Stars: 0 - Forks: 1

Jack-cky/Anti-MPT

A trading bot that challenges Modern Portfolio Theory by leveraging reinforcement learning to trade a single stock.

Language: Python - Size: 18.9 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

QtWin/QuantaWinTrader

QuantaWin Trader is a powerful desktop application for precision crypto portfolio management. It automates rebalancing and position management using Modern Portfolio Theory, Kelly Criterion, and rule-based trading logic. Designed for safety-conscious crypto investors, it supports Binance API and runs natively on Windows and macOS.

Language: HTML - Size: 1.92 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

opentaps/open-climate-investing

Application and data for analyzing and structuring portfolios for climate investing.

Language: JavaScript - Size: 39.6 MB - Last synced at: 5 days ago - Pushed at: almost 3 years ago - Stars: 48 - Forks: 14

GongJr0/NeoPortfolio

Portfolio Selection, Weight Optimization, and Backtesting with Sentiment analysis and ML return predictions

Language: Python - Size: 4.81 MB - Last synced at: about 2 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 2

GeorchPz/econophysics_finance_notebooks

Jupyter notebooks on Econophysics and financial data analysis concepts, including price dynamics modeling, portfolio optimization, and various correlation techniques. The notebooks were created as part of the Econophysics course at the UIB and cover topics such as ARCH/GARCH processes, MPT, and option pricing models.

Language: Jupyter Notebook - Size: 11.3 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

mbk-dev/okama-dash

Python financial widgets with okama and Dash (plotly)

Language: Python - Size: 727 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 66 - Forks: 12

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.

Language: Python - Size: 250 KB - Last synced at: 5 months ago - Pushed at: about 5 years ago - Stars: 40 - Forks: 12

Ztrimus/Stock-Market-Analysis

Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.

Language: Jupyter Notebook - Size: 10.4 MB - Last synced at: 5 months ago - Pushed at: about 2 years ago - Stars: 38 - Forks: 19

Armanddevacc/portfolio-optimization

Mean-Variance Optimization based on Markowitz’s Modern Portfolio Theory (MPT)

Language: Jupyter Notebook - Size: 130 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

s1dewalker/Portfolio_Analysis

MPT in Python | Efficient Frontier modeling, Fama French 3 Factor Analysis, Monte Carlo Simulations and Portfolio Risk Analysis (Sharpe, VaR)

Language: Jupyter Notebook - Size: 4.83 MB - Last synced at: 5 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 1

VanHes1ng/Portfolio_Optimizer

Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios

Language: Python - Size: 797 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 7 - Forks: 1

JGekko99/Portfolio-Optimization-and-Backtesting-Using-Python-A-Pragmatic-Approach

Modern Portfolio Theory (MPT) and Monte Carlo simulations to optimize and backtest a portfolio of various financial assets

Language: Jupyter Notebook - Size: 4.69 MB - Last synced at: 5 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 1

LucS12/asset-allocation

Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

Language: Jupyter Notebook - Size: 185 KB - Last synced at: 8 months ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 3

ThePredictiveDev/Modern-Portfolio-Theory-in-Python

This project implements MPT in Python to help investors optimize their portfolio by finding the ideal combination of assets for their investment. The primary goal is to create a portfolio that maximizes return and minimizes risk.

Language: Jupyter Notebook - Size: 79.1 KB - Last synced at: 5 months ago - Pushed at: almost 2 years ago - Stars: 5 - Forks: 1

c4sn/sp500perturbator

Master thesis project for the M.Sc. in Physics of Complex Systems @ Politecnico di Torino

Language: Jupyter Notebook - Size: 2.14 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

LucS12/esg-investing-app

ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.

Language: HTML - Size: 6.45 MB - Last synced at: 8 months ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 3

Bauti2020/Statistical-and-Machine-Learning-Approaches-for-Portfolio-Optimization

Six portfolio optimization strategies were considered, plus one benchmark, across 3 scenarios,. We considered methods relying both in ML and common statistical procedures; and we run an out-of-sample back-test for each strategy, for every scenario.

Language: Jupyter Notebook - Size: 9.15 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 1

trident-dev/deep_financial_portfolios

An implementation of the Deep-portfolio-theory begins from working on the Modern Portfolio Theory by recreating the Markovian Efficient Frontier, then merges it with DeepFactors with the help of Kolmogorov Arnold Theorem.

Language: Jupyter Notebook - Size: 2.45 MB - Last synced at: about 1 year ago - Pushed at: almost 5 years ago - Stars: 8 - Forks: 4

hobinkwak/Portfolio-Optimization-Deep-Learning

Mean-Variance Optimization using DL (pytorch)

Language: Python - Size: 5.44 MB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 23 - Forks: 7

aryan3839/portfolio_optimization

A python application, that demonstrates optimizing a portfolio using machine learning.

Language: Jupyter Notebook - Size: 0 Bytes - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

ericyung1998/pension-funds-optimization

[R] Hong Kong pension funds providers analysis and optimization

Language: R - Size: 4.27 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

DominikLindorfer/Portfolio-Optimization

Optimize your Investment Portfolio using MPT

Language: Python - Size: 1.86 MB - Last synced at: 6 months ago - Pushed at: over 4 years ago - Stars: 5 - Forks: 1

badal39/Portfolio-Analysis-and-Optimization-with-Sharpe-Ratio

Portfolio optimization system that maximizes returns while effectively managing risk.

Language: Python - Size: 2.24 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0

gateTang/TSM-Minimum-Investment-Strategy

Investment Strategy to find the minimum risk portfolio combination/arrangement.

Language: Python - Size: 101 MB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 0

LordSunchips/MPT

Web application that uses principles of Modern Portfolio Theory to create a portfolio with the highest expected returns

Language: Python - Size: 7.82 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 1

g3-reiten/scalable-backtesting-pipeline

Design and build a reliable, large-scale trading data pipeline.

Language: Jupyter Notebook - Size: 3.54 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 8

adelshb/quantum-portfolio-optimization

Portfolio Optimization on a Quantum computer.

Language: Python - Size: 78.1 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 5 - Forks: 3

1kc2/Minimal-Correlation-Portfolio

🏦 Building a Minimally Correlated Portfolio with Data Science

Language: Python - Size: 7.18 MB - Last synced at: over 2 years ago - Pushed at: over 4 years ago - Stars: 7 - Forks: 1

ebrahimpichka/portfolio-opt

Implementation of modern portfolio optimization (mean-variance portfolio optimization) using Monte Carlo simulation and sequential least squares programming (scipy package) in Python

Language: Jupyter Notebook - Size: 730 KB - Last synced at: over 2 years ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 0

hyyking/markowitz

Layout script interpreter and library to visualise markowitz's modern portfolio theory

Language: Python - Size: 4.47 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 5 - Forks: 0

Daniel-Carpenter/Portfolio-Optimization

Stock Portfolio Optimization with Particle Swarm Optimization, using Modern Portfolio Theory

Language: HTML - Size: 2.28 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

shehio/Computational-Finance

Language: MATLAB - Size: 15.6 KB - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 10 - Forks: 3

Billie-LS/Portfolio_Optimize_PMPT

Application for portfolio optimization with post-modern portfolio theory (PMPT)

Language: Jupyter Notebook - Size: 23 MB - Last synced at: over 2 years ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 1

zhuodannychen/Portfolio-Optimization

Modern Portfolio Theorem for portfolio optimization and asset allocation

Language: Python - Size: 370 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 1

nabeel-io/Modern_Portfolio_Theory

Statistical enquiry into Modern Portfolio Theory

Language: Jupyter Notebook - Size: 9.01 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

chris-santiago/aafm

Enhanced Chilean Mutual Fund Data Explorer

Language: Jupyter Notebook - Size: 162 MB - Last synced at: 7 days ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

Maulanawesome5/modern_portfolio_theory

Repository untuk proyek mata kuliah Metodologi Penelitian. Membuat GUI Apps Optimasi Portofolio Saham Sektor Properti & Real Estate

Language: Python - Size: 2.7 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 1

sheep-farming/Regime-Switching

A MATLAB Realisation of Regime Switching Asset Allocation Strategy

Language: Matlab - Size: 13.5 MB - Last synced at: over 2 years ago - Pushed at: over 8 years ago - Stars: 7 - Forks: 8

5DollarBurger/Portfolio-Optimization

A simple automated workflow for: 1) identifying investor indifference characteristics 2) strategic asset allocations with optimal risk-return

Language: Python - Size: 405 KB - Last synced at: 23 days ago - Pushed at: about 4 years ago - Stars: 3 - Forks: 0

ibiscp/Modern-Portfolio-Theory

Modern Portfolio Theory and Dollar Cost Averaging simulation for the stock market

Language: JavaScript - Size: 12 MB - Last synced at: over 2 years ago - Pushed at: almost 6 years ago - Stars: 2 - Forks: 1

kvathupo/qfs-optimization

Portfolio Optimization Modules

Language: HTML - Size: 773 KB - Last synced at: over 2 years ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 2