Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python

Data-driven risk-conscious thermoelectric materials discovery

Package to calculate the RIE estimator of a correlation matrix

Simple Modern Portfolio Theory in Python

This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.

My working through of The Missing Billionaires, by Haghani & White

A mathematical approach to portfolio allocations. Based on the proposal by Fisher Black and Robert Litterman

Analysing monte-carlo portfolios with modern portfolio theory

Quant research: early-breakout momentum on SP500 — 9.4% CAGR vs SPY's 7.9% on 26-year survivorship-bias-free backtest (1,081 historical constituents). Automated Alpaca paper trading. 305 tests. Not financial advice.

Remake repo sebelumnya, yang ini semoga di acc sebagai skripsi UBHARA

Markowitz mean-variance criterion in R

This program uses Monte Carlo simulation to apply Markowitz Portfolio Theory (MPT)

A command line tool to display efficient frontier of a portfolio of selected stocks

In this simple project we were tasked with manipulating and visualizing portfolio data, create portfolios and compute basics statistics, draw the efficient frontier and find the best portfolio, and testing the Markowitz mean-variance theory in practice to see if we could beat the market.

Theoretical foundation of derivative pricing, covering financial markets, bonds, options and models like Black-Scholes.

Este repositorio reúne dos proyectos académicos de Matemáticas Financieras II (CO5516), centrados en la teoría moderna de portafolios y la optimización financiera con datos reales del S&P 500.

This action runs back tests and generates `returns.csv` and `backtest_results.json` files.

Work done towards the final research paper presented in the graduate course for Financial Technology Masters students at Duke University. Fintech 545 – Quantitative Risk Management.

Finance Notes by Ryan Reece