/PortfolioDesign

Primary LanguageJupyter NotebookMIT LicenseMIT

PortfolioDesign

This project consists of several elements.
The first element, OptimalPF is creating optimal 3 portfolios for a given list of assets. This means you can compose your portfolio based on optimal portfolios based on historic data.
The second element, xxx (YET TO COME), will price options using different models. This means you can hedge assets using options on a more informed basis.