{"id":17717975,"url":"https://github.com/chaitjo/markowitz-portfolio-optimization","last_synced_at":"2025-05-07T08:22:22.379Z","repository":{"id":111513802,"uuid":"93631490","full_name":"chaitjo/markowitz-portfolio-optimization","owner":"chaitjo","description":"Markowitz portfolio optimization on synthetic and real stocks","archived":false,"fork":false,"pushed_at":"2017-12-20T07:16:31.000Z","size":545,"stargazers_count":60,"open_issues_count":1,"forks_count":24,"subscribers_count":6,"default_branch":"master","last_synced_at":"2023-03-05T10:08:19.309Z","etag":null,"topics":["convex-optimization","cvxpy","financial-engineering","markowitz","portfolio-optimization","python","stock-market"],"latest_commit_sha":null,"homepage":"https://chaitjo.github.io/markowitz/","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/chaitjo.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2017-06-07T12:12:19.000Z","updated_at":"2023-01-24T17:06:58.000Z","dependencies_parsed_at":"2023-06-01T19:15:37.436Z","dependency_job_id":null,"html_url":"https://github.com/chaitjo/markowitz-portfolio-optimization","commit_stats":null,"previous_names":[],"tags_count":0,"template":null,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chaitjo%2Fmarkowitz-portfolio-optimization","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chaitjo%2Fmarkowitz-portfolio-optimization/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chaitjo%2Fmarkowitz-portfolio-optimization/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/chaitjo%2Fmarkowitz-portfolio-optimization/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/chaitjo","download_url":"https://codeload.github.com/chaitjo/markowitz-portfolio-optimization/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":252839689,"owners_count":21812150,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["convex-optimization","cvxpy","financial-engineering","markowitz","portfolio-optimization","python","stock-market"],"created_at":"2024-10-25T14:33:26.425Z","updated_at":"2025-05-07T08:22:22.351Z","avatar_url":"https://github.com/chaitjo.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Markowitz Portfolio Optimization\nModern portfolio theory was pioneered by Harry Markowitz in 1952 and led to him being awarded the Nobel Prize in Economics in 1990. The [original essay](http://www.performance-measurement.org/Markowitz1952.pdf) on portfolio selection has since inspired a multitude of researchers and analysts to develop theories on financial modelling and risk management. Seeking similar inspiration, I studied the classical portfolio optimization technique introduced by Markowitz and applied it to real world data. \n\n**Read the blog post here: [chaitjo.github.io/markowitz](https://chaitjo.github.io/markowitz/) or refer to the [technical report](https://github.com/chaitjo/markowitz-portfolio-optimization/raw/master/Report.pdf) for details.** \n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fchaitjo%2Fmarkowitz-portfolio-optimization","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fchaitjo%2Fmarkowitz-portfolio-optimization","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fchaitjo%2Fmarkowitz-portfolio-optimization/lists"}