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Published 20 hours ago • verified publisher icon ApurvShah007
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Metadata

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.

Results 7 portfolio-optimizer issues
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Implement the calculation for Conditional VaR of a portfolio.

ApurvShah007 avatar ApurvShah007

enhancement
help wanted

Implement Stress testing to include adverse scenarios.

ApurvShah007 avatar ApurvShah007

enhancement
help wanted
good first issue

Use optimization using monte-carlo simulation with random values.

ApurvShah007 avatar ApurvShah007

enhancement
help wanted
good first issue

Calculate VaR of the portfolio for better understanding.

The Value at Risk to be calculated for a portfolio to have a better sense of the position on the portfolio.

ApurvShah007 avatar ApurvShah007

enhancement
help wanted
good first issue

Calculating other essential statistics for a portfolio

Calculating the many portfolio statistics such as Geometric returns and Sharpe Ratio of the portfolio.

ApurvShah007 avatar ApurvShah007

enhancement
help wanted
good first issue

Use back-testing to test the optimality of a solution.

ApurvShah007 avatar ApurvShah007

enhancement
help wanted

Show output in a Jupyter Notebook

ApurvShah007 avatar ApurvShah007

enhancement

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verified publisher icon ApurvShah007

Metadata

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.

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