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https://github.com/raksh710/building-efficient-portfolio-using-various-trade-strategies
Building an efficient Active Portfolio which yields a high Sharpe Ratio on 8 instruments using various trade strategies in order to get a high Sharpe Ratio.
https://github.com/raksh710/building-efficient-portfolio-using-various-trade-strategies
capm financial-information monte-carlo-simulation portfolio-construction quantitative-finance yfinance-library
Last synced: about 1 month ago
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Building an efficient Active Portfolio which yields a high Sharpe Ratio on 8 instruments using various trade strategies in order to get a high Sharpe Ratio.
- Host: GitHub
- URL: https://github.com/raksh710/building-efficient-portfolio-using-various-trade-strategies
- Owner: Raksh710
- Created: 2023-02-12T02:55:46.000Z (almost 2 years ago)
- Default Branch: main
- Last Pushed: 2023-02-12T03:01:48.000Z (almost 2 years ago)
- Last Synced: 2024-01-27T14:02:55.899Z (11 months ago)
- Topics: capm, financial-information, monte-carlo-simulation, portfolio-construction, quantitative-finance, yfinance-library
- Language: Jupyter Notebook
- Homepage:
- Size: 787 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Building-Efficient-Portfolio-Using-Various-Trade-Strategies
Building an efficient Active Portfolio which yields a high Sharpe Ratio on 8 instruments using various trade strategies in order to get a high Sharpe Ratio.