karagul Goto Github PK

pm_allinone

Product Management Fixed Income application

pms

Portfolio Management System

pmwr

Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.

poedata

R data sets for "Principles of Econometrics" by Hill, Griffiths, and Lim, 4e, Wiley

polaris_directional_trading_bot

A Cryptocurrency Trading Bot, it Applies Dr. Elder's Triple Screen trading concept in an automated framework. This bot uses Machine Learning to detect trends and standard market indicators (volatility, exponential moving averages and Stochastic Oscilator) to post trades.

politicalnews_assetreturns_yieldcurve_sovereignrisk

pollyreports

This is PollyReports, my Python module for report generation. It is planned to be, quite literally, the "simplest thing that can possibly work" in the field of PDF generation from a database record set. If you're interested in how this all came to be, or want to follow this project, please visit my blog:

popy

simple fixed income portfolio tools in Python

porfolio_optimization_strategies

Portfolio Optimization using multiple strategies, implemented in MATLAB

portfolio

Portfolio management

portfolio-1

My personal Portfolio Management stuffs

portfolio-2

code to compare different covariance matrix estimators for portfolio optimization

portfolio-analysis-and-optimization

This project was part of the course work in Financial Engineering and Econometrics and hence we worked on stock market related data. The goal was to analyze and optimize the performance of a portfolio of stocks. As part of the project, we evaluated time series, correlation plots and developed efficient frontier analysis of a portfolio. Through this course and project we became acquainted with terms and concepts used in financial domain/sector.

portfolio-analysis-model

Documentation behind the model used to analyse Portfolios in Simply Wall St

portfolio-and-risk-management

Finance : Portfolio and Risk Management

portfolio-backtester

A research/testing tool for stock trading strategies

portfolio-cms

A lightweight web content management system for creative professionals and hobbyists.

portfolio-construction

The purpose of this document is to demonstrate the use of regularised regression methods in constructing Markowitz Global Minimum Variance Portfolios.

portfolio-construction-and-optimization

This project focuses on constructing an equity portfolio invested in BKXE universe. Two weighting schemes are used, the first method is naïve weighting, namely putting equal weight to each component in the portfolio. The second method is weight optimization by maximizing appraisal ratio.

portfolio-construction-and-tracking-error

portfolio-display

Small Streamlit webapp to display my investment portfolio

portfolio-management

Portfolio Management Libraries in R

portfolio-management-1

portfolio-management-2

The Portfolio-Management contains code, data file, and report of our group in the class Quantitative Method for Portfolio Management.

portfolio-management-ai

Implementation of the paper: https://arxiv.org/abs/1706.10059

portfolio-management-applications

Test repository

portfolio-management-mpt-

We study the risk and outcome resulting from a combination of financial assets.

portfolio-management-via-garch

portfolio-optimisation-using-monte-carlo-simulation

Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Journal of Finance) is an investment theory based on the idea that risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk is an inherent part of higher reward. It is one of the most important and influential economic theories dealing with finance and investment. We will use this methodology here for portfolio optimization of Apple, Cisco, IBM and Amazon.

portfolio-optimization

Code to visualize the efficient market frontier with volatility, expected return, and sharpe ratio. Then finds the value that minimizes volatility (risk) while maximizing returns.