A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities

Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier

This is a python script that annually rebalances a portfolio to optimise for the best Sharpe ratio

Using Excel and some financial skills

This repository contains code that reproduces the results of the paper Improvements to Modern Portfolio Theory based models applied to electricity systems. Published version available at https://doi.org/10.1016/j.eneco.2022.106047.

Efficient frontier for different correlation coefficients between two assets

Efficient Frontier Implementation in Python

CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html

A Julia package for optimization of financial portfolios.

Enhanced Chilean Mutual Fund Data Explorer

Analyzed the use of Bitcoin as an asset class. Performance within a portfolio strategy compared to a portfolio which included only equity and bonds.

The order-md algorithm is an adjustment of the order-m algorithm for estimating efficiency scores of decision making units (firms)

MS Data Science exit portfolio

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

Efficient Portfolio Allocation using Markowitz's Efficient Frontier

Boldly drive your kart to where no one has gone before: the Northwest corner of the Efficient Frontier. Can you hold on, or will the economic shocks throw you off your game?

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

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