Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

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

Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Portfolio made with reactJs for github pages. Supports light and dark theme.

Building portfolio websites for developers who have better things to do

Mean Variance (Markowitz) Portfolio Optimization and Beyond

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.

X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

applications for risk management through computational portfolio construction methods

Portfolio Website using GitHub Pages. You can visit the website here:

Attribution and optimisation using a multi-factor equity risk model.

'Portfolio Analysis, methods for portfolio optimization'

Stock Market Analysis

Entropy Pooling in Python with a BSD 3-Clause license.

Classes for analysing and implementing equity portfolios in R.

This repository shows the application of PCA technique for risk factor modelling of financial securities.

Resources for Quantitative Finance