portfolio-analysis

Portfolio Management Framework for risk and performance analysis 投资组合管理

R Shiny app to compare the relative performance of cryptos and equities.

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

modeling the behavior of stock markets: create a market simulator, technical indicator, and a strategy that generates orders

analyze financial data using python: numpy, pandas, etc.

Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods

User oriented Portfolio optimization application with several configuring options. Back test included. (IBEX35; to be expanded)

An adapter that returns Morpheus DataFrames from Yahoo Finance

A full-stack web app to manage and display your cryptoportfolio

Performance attribution analysis, value investment, original investment ideas, alpha seeking

PyPort is framework to efficiently and easily investigate portfolio strategies.

In this section we will explore several contributions on Portfolio Management and Investment.

Python-powered Excel Macro VBA workbook

A C# add-in for Excel that contains functions for risk-adjusted portfolio performance analysis.

Optimize your Investment Portfolio using MPT

R package: monotonicity

Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.

Computing Index Prices and Returns from prices/returns of financial assets

Summary charts of trading strategies created with alchemist-lib.

Use of APIs for fetching the stocks and crypto data for portfolio construction and analysis and for financial planning

Market data cleaning and portfolio analysis with Python and Pandas

Mix of good tools for portfolio analysis

A small utility built with R to graph the historical returns of a portfolio of stocks, ETFs or other securities

4 Stock Portfolio that outperformed the S&P 500 between April 2013 and April 2018

This repository is a personal project used to analyze individual company returns in the stock market compared to a hypothetical investment in a benchmark over equal holding periods

Machine Learning Algorithms for Portfolio Analysis & Trading

Utilizing Machine Learning for portfolio selection with the aim of out-performing benchmark indices

PANDAS Stock Portfolio Analysis

Backtesting my current US stocks portfolio