ApurvShah007/portfolio-optimizer

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.

Python

Issues

Implement the calculation for Conditional VaR of a portfolio.
#9 opened 4 years ago by ApurvShah007
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Implementing VaR using Historic Simulation to get the 99% confidence 1 day value
#8 opened 4 years ago by ApurvShah007
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Implement Stress testing to include adverse scenarios.
#7 opened 4 years ago by ApurvShah007
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Use optimization using monte-carlo simulation with random values.
#6 opened 4 years ago by ApurvShah007
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Calculate VaR of the portfolio for better understanding.
#5 opened 4 years ago by ApurvShah007
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Calculating other essential statistics for a portfolio
#4 opened 4 years ago by ApurvShah007
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Use back-testing to test the optimality of a solution.
#3 opened 4 years ago by ApurvShah007
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Plot the graph for efficient frontier and for the weights of the assets
#2 opened 4 years ago by ApurvShah007
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Show output in a Jupyter Notebook
#1 opened 4 years ago by ApurvShah007
0