Mean-Variance Portfolio Optimisation
This simple project consists of definining time series, either from a given history or from a given model, for stocks or assets in order to calculate their returns and…
As the name suggests, this project will focus on financial portfolio optimisation. These financial portfolios might consist of assets ranging from stocks, indicies, derivatives to exotic options. Indeed, this project is a long-term, possibly life-long project in order to build a sound framework on portfolio optimisation.
See the article on Wikipedia to get some idea of the topics.