https://github.com/manoelcampos/morpheus-portfolio-generator

Sample project for generation and analysis of financial portfolios applying the Modern Portfolio Theory (MPT)
https://github.com/manoelcampos/morpheus-portfolio-generator

java java8 mean-variance-analysis modern-potfolio-theory mpt portfolio yahoo-finance zavtech-morpheus-lib

Last synced: 6 months ago
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Sample project for generation and analysis of financial portfolios applying the Modern Portfolio Theory (MPT)

• Host: GitHub
• URL: https://github.com/manoelcampos/morpheus-portfolio-generator
• Owner: manoelcampos
• License: gpl-3.0
• Created: 2018-03-17T17:08:11.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2021-09-22T11:24:01.000Z (about 4 years ago)
• Last Synced: 2025-02-14T18:20:47.664Z (8 months ago)
• Topics: java, java8, mean-variance-analysis, modern-potfolio-theory, mpt, portfolio, yahoo-finance, zavtech-morpheus-lib
• Language: Java
• Homepage:
• Size: 220 KB
• Stars: 1
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.adoc
  • License: LICENSE

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README

          
= Portfolio Analysis in Java image:https://github.com/manoelcampos/portfolio-analysis-java/workflows/maven/badge.svg[GitHub Workflow Status]

A Java 15 project for generation and analysis of financial portfolios applying the

Modern Portfolio Theory (MPT).

The project uses the https://github.com/zavtech[ZavTech Morpheus Library] to

generate random portfolios for groups os assets (stocks) extracted

from the http://finance.yahoo.com"[Yahoo Finance WebSite] using

the http://www.zavtech.com/morpheus/docs/providers/yahoo/[morpheus-yahoo unofficial API].

The image below shows an example of the graph generated for groups of

N random generated portfolios, each group containing a different number

of assets.

image:portfolios-analysis-by-assets-group.png[]

== Credits

This example was based on the code available at the

http://www.zavtech.com/morpheus/docs/examples/mpt/#multiple-assets[documentation page]

for the https://github.com/zavtech[ZavTech Morpheus Library]

by https://github.com/Zavster[Xavier Witdouck].

It uses a custom version of the https://github.com/manoelcampos/morpheus-yahoo[Morpheus Yahoo library available here].

The example extracted from the library documentation

(aimed to be direct and succinct) was totally refactored and documented, extracting

several methods to make it easier to (i) reuse and  (ii) understand the code

and the data structures.