Financial engineering from a signal processing perspective

Final Project of THU course Investment

Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

Projects and reusable code from my time completing Codecademy's Analyze Financial Data with Python Skill Path. August 2021.

Implemented the Porfolio optimization using Markowitz Model on VOO(NYSE) and BLV(NYSE) initally in Google Sheets

Plot the efficient frontier of any combination of assets using Yahoo Finance Historical Data.

Markowitz mean-variance criterion in R

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

Project on Markowitz Portfolio Management offered by the Finance and Analytics Club, IIT Kanpur in 2020-21 II

ConsciousCapital aims to help beginner investors curate portfolios that align with their ESG values.

Using Shiny for Python to visualize mean-variance portfolio optimization, using mean monthly returns.

Bachelor’s Thesis. Classic and RL portfolio optimization methods.

In this project, the Markowitz mean-variance portfolio theory is first introduced from a purely mathematical point of view. From there, we motivate another interesting concept: the capital asset pricing model (CAPM). Finally, using historical stock data, we plot the efficient frontier for a portfolio, and lay down our conclusions and inferences.

Stock Portfolio Management and Performance Analysis

Course Project for the course Intro to Financial Engineering

Optimization Methods in Finance, final project, auxiliary codes in Matlab for OMV curve, sharpe ratio and admissible regions

This project is developed as part of the Computational Finance course. It covers not only classical and dynamic Markowitz portfolio optimization but also static and dynamic portfolio optimization based on Genetic Algorithms.