Smart Beta Portfolio Optimization
Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..
| Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
|---|---|---|---|---|---|---|---|---|---|---|
| Crosssection | 516 | 8 months ago | 11 | gpl-2.0 | Stata | |||||
| Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing" | ||||||||||
| Python_portfolio__var_tool | 62 | 3 years ago | 1 | Python | ||||||
| Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython) | ||||||||||
| Pa | 21 | 10 months ago | 1 | R | ||||||
| Performance Attribution for Equity Portfolios | ||||||||||
| Random Portfolio Vs Benchmark Strategy | 14 | 9 years ago | Python | |||||||
| Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index. | ||||||||||
| Crsp Whitepaper | 13 | 11 years ago | gpl-3.0 | Python | ||||||
| Center for Research of Securities Prices | ||||||||||
| Data Science | 9 | 3 years ago | n,ull | Jupyter Notebook | ||||||
| My road to becoming a deep learning master! | ||||||||||
| Smart Beta Portfolio Optimization | 7 | 5 years ago | HTML | |||||||
| Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights.. | ||||||||||
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