https://github.com/jgekko99/portfolio-optimization-and-backtesting-using-python-a-pragmatic-approach
Modern Portfolio Theory (MPT) and Monte Carlo simulations to optimize and backtest a portfolio of various financial assets
https://github.com/jgekko99/portfolio-optimization-and-backtesting-using-python-a-pragmatic-approach
asset-management data-analysis data-cleaning jupyter-notebook modern-portfolio-theory monte-carlo-simulation multiprocessing multithreading numba numba-jit-compiler perfomance-python python
Last synced: 4 months ago
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Modern Portfolio Theory (MPT) and Monte Carlo simulations to optimize and backtest a portfolio of various financial assets
- Host: GitHub
- URL: https://github.com/jgekko99/portfolio-optimization-and-backtesting-using-python-a-pragmatic-approach
- Owner: JGekko99
- License: gpl-2.0
- Created: 2025-01-28T13:54:06.000Z (4 months ago)
- Default Branch: main
- Last Pushed: 2025-01-28T14:06:13.000Z (4 months ago)
- Last Synced: 2025-01-28T14:44:20.729Z (4 months ago)
- Topics: asset-management, data-analysis, data-cleaning, jupyter-notebook, modern-portfolio-theory, monte-carlo-simulation, multiprocessing, multithreading, numba, numba-jit-compiler, perfomance-python, python
- Language: Jupyter Notebook
- Homepage:
- Size: 0 Bytes
- Stars: 2
- Watchers: 1
- Forks: 1
- Open Issues: 0