https://github.com/tomyitav/portfolio-optimizations

Ipython notebooks and code for implementing portfolio optimizations strategies
https://github.com/tomyitav/portfolio-optimizations

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Ipython notebooks and code for implementing portfolio optimizations strategies

• Host: GitHub
• URL: https://github.com/tomyitav/portfolio-optimizations
• Owner: tomyitav
• Created: 2016-01-24T20:12:55.000Z (almost 9 years ago)
• Default Branch: master
• Last Pushed: 2016-01-25T19:07:23.000Z (almost 9 years ago)
• Last Synced: 2024-04-14T10:11:26.196Z (7 months ago)
• Language: Jupyter Notebook
• Size: 309 KB
• Stars: 2
• Watchers: 4
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# portfolio-optimizations

Ipython notebooks and code for implementing portfolio optimizations strategies.

Notebook MarketLine.ipynb shows how to find the portfolio with maximal sharpe-ratio, for a given risk free rate.