A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities
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Updated
Jul 3, 2023 - Python
A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities
This repository contains code to select the optimal portfolio weights for a portfolio using a monte carlo simulation. The efficient frontier is calculated & plotted for an arbitrary set of securities.
The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School
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