Projects in Awesome Lists by JGekko99
A curated list of projects in awesome lists by JGekko99 .
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
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: 29 Jan 2025
https://github.com/jgekko99/portfolio-risk-analysis-with-var-and-es-using-numba
This repository contains a Python script that performs portfolio risk analysis on selected assets using Value at Risk (VaR) and Expected Shortfall (ES) measures. The script uses Numba to optimize the risk calculations, downloads historical data from Yahoo Finance with yfinance, and visualizes the portfolio's return distribution
asset-management numba numba-jit-compiler perfomance-python risk-management
Last synced: 05 Mar 2025