-
Notifications
You must be signed in to change notification settings - Fork 1
In Progress: We will investigate the common portfolio optimization methods and explore new ways to improve on this. We will start by building Minimum-Varance Portfolios, Maximum Sharpe Ratio portfolio, and building the efficient frontier. We will then investigate Kalman filters, and better ways to estimate the covariance matrix.
anthonyli01/Portfolio-Optimization
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
About
In Progress: We will investigate the common portfolio optimization methods and explore new ways to improve on this. We will start by building Minimum-Varance Portfolios, Maximum Sharpe Ratio portfolio, and building the efficient frontier. We will then investigate Kalman filters, and better ways to estimate the covariance matrix.
Stars
Watchers
Forks
Releases
No releases published