YannickKae/Evaluating-Investment-Strategies

This repository contains a bunch of functions to evaluate investment strategies

Language: Python - Size: 343 KB - Last synced: about 2 hours ago - Pushed: about 3 hours ago - Stars: 5 - Forks: 0

dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Language: C++ - Size: 104 MB - Last synced: 3 days ago - Pushed: 5 days ago - Stars: 2,717 - Forks: 474

AI4Finance-Foundation/FinRL-Trading

For trading. Please star.

Language: Jupyter Notebook - Size: 139 MB - Last synced: 4 days ago - Pushed: 14 days ago - Stars: 1,894 - Forks: 691

camdenHurdStBonas/Portfolio-Optimization-in-RStudio

A Portfolio Object to automatically do portfolio optimization and statistics on historical stock data from Yahoo! Finance in Rstudio

Language: R - Size: 56.6 KB - Last synced: 4 days ago - Pushed: 5 days ago - Stars: 0 - Forks: 0

mugunthdinesh/Diversified-Portfolio-Strategies

This Project aims to technically analyze various portfolio diversification strategies and build a mean-variance efficient portfolio strategy positioned for a risk-averse investor.

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0xNaim/Task-Manager-RestAPI

Language: JavaScript - Size: 408 KB - Last synced: about 1 month ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

amshenoy/portfolio-analyser

Analysing monte-carlo portfolios with modern portfolio theory

Language: JavaScript - Size: 43 KB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 3

joaopm33/fundspy

Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.

Language: Python - Size: 463 KB - Last synced: 12 days ago - Pushed: almost 2 years ago - Stars: 26 - Forks: 9

RJGiannini/Portfolio_Management

Evaluating four new investment options for inclusion in client portfolios. This program helps determine the fund with the most investment potential based on key risk-management metrics: the daily returns, standard deviations, Sharpe ratios, and betas.

Language: Jupyter Notebook - Size: 2.49 MB - Last synced: 2 months ago - Pushed: over 2 years ago - Stars: 0 - Forks: 1

Szafranerio/Sharpe-Ratio

📈Sharpe Ratio

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Lawrence-Leung/2023-FinanceModeling-project

Design of a mathematic model for cross-border ETF arbitrage strategy

Language: Python - Size: 128 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 0 - Forks: 0

mikhpo/portfolio-optimization 📦

Скрипты и ноутбуки, посвященные инвестиционному анализу

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metalcorebear/Markowitzify

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

Language: Python - Size: 73.2 KB - Last synced: 3 months ago - Pushed: over 3 years ago - Stars: 34 - Forks: 12

alliajagbe/diversifio

A portfolio diversification dashboard employing artificial neural networks to model borrower volatility, integrating risk analysis to optimize investment strategies and maximize returns with an enhanced Sharpe ratio.

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LastAncientOne/Trading-Strategies-in-Emerging-Markets-Coursera

Design your own Trading Strategy

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scikit-portfolio/scikit-portfolio

A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.

Language: Python - Size: 2.8 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 33 - Forks: 5

jameschch/LeanParameterOptimization

Parameter Optimization for Lean Algorithms

Language: C# - Size: 8.35 MB - Last synced: about 1 month ago - Pushed: over 1 year ago - Stars: 58 - Forks: 21

AnvithaChaluvadi/Whale-Analysis_Module4Challenge

In this assignment, I'll get to use what I've learned this week to evaluate the performance among various algorithmic, hedge, and mutual fund portfolios and compare them against the S&P 500 Index.

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vanessaaleung/ds-case-studies

Data Science Case Studies

Language: Jupyter Notebook - Size: 19.8 MB - Last synced: 4 months ago - Pushed: over 3 years ago - Stars: 11 - Forks: 4

pavelkoya/portfolio_optimization

Portfolio optimization using Sharpe ratio.

Language: Jupyter Notebook - Size: 23.4 KB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

higginbotham-thomas/PortfolioMagic

MVO and Monte Carlo Simulation for Financial Portfolio optimization

Language: Python - Size: 35.6 MB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

noeyislearning/sharpe-ratio-amazon-facebook

Explore the Sharpe Ratio and its application to evaluate the performance of two tech giants: Amazon and Facebook.

Language: HTML - Size: 1.32 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 1 - Forks: 0

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: 4 months ago - Pushed: almost 4 years ago - Stars: 35 - Forks: 12

bobye/Decision_Tree_PDeque

C++ code for "A Faster Drop-in Implementation for Leaf-wise Exact Greedy Induction of Decision Tree Using Pre-sorted Deque"

Language: C++ - Size: 112 KB - Last synced: 7 months ago - Pushed: about 1 year ago - Stars: 35 - Forks: 10

vandomed/stocks

Stock Market Analysis

Language: R - Size: 6.38 MB - Last synced: 7 months ago - Pushed: almost 4 years ago - Stars: 21 - Forks: 4

ntrang086/analyze_financial_data

analyze financial data using python: numpy, pandas, etc.

Language: Python - Size: 435 KB - Last synced: 7 months ago - Pushed: over 6 years ago - Stars: 21 - Forks: 8

MBKraus/Python_Portfolio__VaR_Tool

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Language: Python - Size: 1.27 MB - Last synced: 7 months ago - Pushed: about 3 years ago - Stars: 104 - Forks: 35

pranshu1921/Risk-and-Returns-Sharpe-Ratio

Using the Sharpe ratio to analyze Facebook and Amazon stocks.

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SashaFlores/WhaleOffPortfolio

Portfolio Performance Analysis

Language: Jupyter Notebook - Size: 5.14 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0

bridaniels/pandas_hw2

Portfolio analysis using basic analytic methods

Language: Jupyter Notebook - Size: 1.87 MB - Last synced: 9 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

yosefco3/stock_data

analyzing stock data with python and building portfolio.

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juanjaho/ESG-Stock-Recommendation

Finding best portfolio weightings based on a predefined set of ESG stocks.

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gtesei/python-for-finance-notes

Python notes on finance

Language: Jupyter Notebook - Size: 5.58 MB - Last synced: 10 months ago - Pushed: over 2 years ago - Stars: 15 - Forks: 5

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: 10 months ago - Pushed: 10 months ago - Stars: 1 - Forks: 0

Yoontae6719/A-uniformly-distributed-random-portfolio-UDRP

Unofficial Implementation of A uniformly distributed random portfolio(UDRP)

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mcgeestocks/SharpeBalancer

A Streamlit App to balance a portfolio of stocks by maximizing its Sharpe Ratio

Language: Python - Size: 3.51 MB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 0

GunnarPDX/Correlations

📊 A financial correlations library for Elixir, fully compatible with the elixir Decimal library.

Language: Elixir - Size: 77.1 KB - Last synced: 26 days ago - Pushed: over 3 years ago - Stars: 9 - Forks: 0

PyroQuant/Portfolio-Optimizer

This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.

Language: Jupyter Notebook - Size: 130 KB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 0

manishkr1754/NIFTY50_Data_Analysis_NSETOOLS_NSEPY_Python

NIFTY50 Data Analysis from scratch (Data Extraction & Visualization to Investment Insights)

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alexnicholsamu/portfolio-optimizer-py

Portfolio Optimizer using Sharpe Ratio, along with a sensitivity analysis

Language: Python - Size: 307 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 0

saurabh9651/portfolio_optimize

Analyzing portfolio optimizing strategies

Language: Jupyter Notebook - Size: 1.05 MB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

medvedev-gs/Fin_math

В этом репозитории собраны примеры базовых финансовых расчетов.

Language: Jupyter Notebook - Size: 2.7 MB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 1 - Forks: 0

illyanyc/powerfolio

💪📈 Powerfolio! is a stock screener and portfolio analysis. Backtest buy-and-hold vs. trading on RSI. Build a portfolio using efficient frontier and map hierarchical clustering results.

Language: Jupyter Notebook - Size: 35.6 MB - Last synced: about 1 year ago - Pushed: almost 3 years ago - Stars: 8 - Forks: 1

sanjeevai/multi-factor-model

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

Language: Jupyter Notebook - Size: 2.51 MB - Last synced: about 1 year ago - Pushed: over 5 years ago - Stars: 83 - Forks: 32

fischlerben/Portfolio-Analysis

Stock Portfolio Analysis using Python/Pandas

Language: Jupyter Notebook - Size: 8.31 MB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 21 - Forks: 5

vladalexey/trading_bot

Simple trading bot algorithms based on Sharpe ratio and Moving Average

Language: Python - Size: 9.77 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 4 - Forks: 2

shivanshsinghal107/Investment-Portfolio

A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance

Language: HTML - Size: 21.5 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 10 - Forks: 5

Maurolp15/JMB_Portfolio_Project

Analyze a personal portfolio of stock's past performance and forecast future performance to optimize daily positional adjustments to create a 20% monthly return

Language: Jupyter Notebook - Size: 15.6 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 1

twigikit/APIs-homework

Language: Jupyter Notebook - Size: 5.8 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

allyssonmacedo/ds-sharpe-ratio

Using pandas to calculate and compare profitability and risk of different investments using the Sharpe Ratio.

Language: Jupyter Notebook - Size: 276 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

zhuodannychen/Portfolio-Optimization

Modern Portfolio Theorem for portfolio optimization and asset allocation

Language: Python - Size: 370 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 4 - Forks: 1

purvasingh96/StockGram-Intelligent-Portfolio-Manager

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

Language: Jupyter Notebook - Size: 9.26 MB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 5 - Forks: 2

StockGram/Intelligent-Portfolio-Manager

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

Language: Jupyter Notebook - Size: 8.36 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 5 - Forks: 5

Gsilvera24/Market-Porfolio-Analysis

Standard Deviations, Rolling Windows, Beta, Sharpe Ratios, Weighted Returns. Portfolio comparisons.

Language: Jupyter Notebook - Size: 1.18 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

lrb924/Portfolio_Performance

A Whale off the Port(folio)

Language: Jupyter Notebook - Size: 3.88 MB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

Vinci-Investments/Portfolio_optimization

Using Monte-Carlo simulation in order to find the optimal portfolio weights according to several criteras (Sharpe ratio, max drawdown, mean-variance).

Language: Python - Size: 5.86 KB - Last synced: about 1 year ago - Pushed: over 6 years ago - Stars: 4 - Forks: 0

quantumsnowball/AppleDaily20200713

Language: Jupyter Notebook - Size: 466 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 3 - Forks: 0

kellyav/sharpe_ratio

Use the Python tool pandas to calculate and compare profitability and risk of different investments using the Sharpe Ratio.

Language: Python - Size: 18.7 MB - Last synced: 4 months ago - Pushed: almost 2 years ago - Stars: 1 - Forks: 0

pat42w/EF_Portfolio_Optimization

This project aims to test Portfolio Optimization methods on stock data in python.

Language: Jupyter Notebook - Size: 30.5 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 2 - Forks: 0

CorredorManuel/final-project

Final Project of Capital Markets

Language: TeX - Size: 3.72 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

RodolpheKouyoumdjian/AssetAllocation

Mean-variance portfolio optimization; uses the Sharpe Ratio.

Language: Python - Size: 51.6 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 2

HermawanHermawan/sharpe-ratio

Use pandas to calculate and compare profitability and risk of different investments using the Sharpe Ratio

Language: Jupyter Notebook - Size: 188 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

cd84097a65d/Portfolio-optimization-using-efficient-frontier-curve

Portfolio optimization using efficient frontier curve

Language: VBA - Size: 908 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 3 - Forks: 1

sreidy/PortfolioOptimizationDuringMarketDisruption Fork of Lwhieldon/PortfolioOptimizationDuringMarketDisruption

Project to determine if ETFs v. Stocks support optimal portfolio optimization & diversification during market disruptions

Language: Jupyter Notebook - Size: 6.58 MB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 1 - Forks: 0

Lwhieldon/PortfolioOptimizationDuringMarketDisruption

Project to determine if ETFs v. Stocks support optimal portfolio optimization & diversification during market disruptions

Language: Jupyter Notebook - Size: 6.57 MB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 0 - Forks: 1

jblanco89/MonteCarlo_Portfolio

Calculation of risk in a cryptocurrency portfolio by the Monte Carlo method

Language: Jupyter Notebook - Size: 5.44 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

thk-cheng/Backtest_US_Portfolio

Backtesting my current US stocks portfolio

Language: R - Size: 22.5 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 1 - Forks: 1

quantumsnowball/AppleDaily20200504

Language: Python - Size: 677 KB - Last synced: about 1 year ago - Pushed: about 4 years ago - Stars: 0 - Forks: 0

gouravdidwania/Portfolio-Optimizing-System

Model to filter out specified number of bad stocks each month from our portfolio and add better performing stocks from a given wide range of stocks.

Language: Jupyter Notebook - Size: 85.9 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

fedormlevin/portfolio-analysis-crypto

Portfolio Construction - BTC, ETH, DOGE and LTC

Language: Jupyter Notebook - Size: 180 KB - Last synced: 30 days ago - Pushed: almost 3 years ago - Stars: 1 - Forks: 0

copev313/Risks-and-Returns-The-Sharpe-Ratio

We use pandas to calculate and compare profitability and risk of different investments using the Sharpe Ratio.

Language: Jupyter Notebook - Size: 669 KB - Last synced: 12 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

lwbakhit/Insuring_Insurance_Payments

The objective of our project was to provide life insurance companies with an optimal asset allocation for seven different asset classes that are common investments in the industry (these being; Corporates, Municipals, Commodities, Treasuries, Equities, MBS and Real Estate).

Language: Jupyter Notebook - Size: 11.2 MB - Last synced: 11 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 1

AaronGalloway/pandas-homework

Working with Python, Pandas and CSVs to perform portfolio analysis.

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assoniraiter/capm-app

App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).

Language: Python - Size: 15.6 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

vmieres/A-Whale-Off-The-Port-folio

This repo is about Portfolio Analysis

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quantumsnowball/AppleDaily20191216

Language: Python - Size: 416 KB - Last synced: about 1 year ago - Pushed: about 4 years ago - Stars: 3 - Forks: 0

quantumsnowball/AppleDaily20190722

Language: Python - Size: 806 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 2 - Forks: 1

bwacker1/Pandas-Homework-Columbia-FinTech-Boot-Camp

Columbia FinTech Boot Camp Homework - Program that leverages Python and Pandas to analyze and compare historical performance of several investment portfolios.

Language: Jupyter Notebook - Size: 1.97 MB - Last synced: about 1 year ago - Pushed: over 4 years ago - Stars: 0 - Forks: 0