A program for financial portfolio management, analysis and optimisation.

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

Mean Variance (Markowitz) Portfolio Optimization and Beyond

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Python based Quant Finance Models, Tools and Algorithmic Decision Making

📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.

Robo-advisor

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."

Python Jupyter Notebooks for Financial Portfolio Optimization

ESG-investment AI

Diversificador de carteira de investimentos utilizando otimização de Markowitz

Performing the Financial Analysis on Historic Stock Market Data such as calculating various risks, returns,etc.

The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment

Resources for Quantitative Finance

PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing

Portfolio Optimization on a Quantum computer.

Dynamic portfolio optimization

Markowitz Efficient Frontier and volatility measures in Python

Optimize your Investment Portfolio using MPT