https://github.com/bergio13/capm_pf_optimization

CAPM test and Portfolio optimization
https://github.com/bergio13/capm_pf_optimization

capm finance portfolio-mana

Last synced: about 2 months ago
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CAPM test and Portfolio optimization

• Host: GitHub
• URL: https://github.com/bergio13/capm_pf_optimization
• Owner: bergio13
• License: mit
• Created: 2023-05-02T16:19:54.000Z (about 3 years ago)
• Default Branch: main
• Last Pushed: 2023-05-02T16:25:49.000Z (about 3 years ago)
• Last Synced: 2025-07-11T01:20:49.165Z (12 months ago)
• Topics: capm, finance, portfolio-mana
• Language: Jupyter Notebook
• Homepage:
• Size: 164 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Capm_pf_optimization

Test CAPM and optimize portfolio with Markowitz.

This repository contains a Python script for calculating the beta of multiple stocks and performing regression analysis using historical data obtained through Yahoo Finance API.