counter-strike portfolio-optimization quantitative-finance markowitz efficient-frontier cs2 mean-variance
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Mar 25, 2026 - Python
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mean-variance
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Professional portfolio terminal — 14 optimization methods, walk-forward backtesting, factor analysis, regime detection, tax-loss harvesting, AI copilot. Python + PySide6.
desktop-app python risk-analysis portfolio-optimization quantitative-finance backtesting pyside6 mean-variance
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Feb 26, 2026 - Python
Institutional-grade Python toolkit for Mean-Variance Portfolio Optimization. Features OOP design, custom institutional constraints (SLSQP), and robust covariance matrix repair (nearest-PSD via eigenvalue clipping).
portfolio-optimization quantitative-finance covariance-matrix asset-allocation markowitz scipy-optimize mean-variance
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Mar 31, 2026 - Jupyter Notebook
Institutional-style market risk pipeline for a multi-asset $1M portfolio. Computes VaR and CVaR via three methods (Historical Simulation, Parametric, Monte Carlo), validates models with Kupiec and Christoffersen backtests, and stress tests against GFC, COVID, and 2022 rate shock scenarios.
arch monte-carlo portfolio-optimization quantitative-finance garch value-at-risk risk-management backtesting expected-shortfall efficient-frontier volatility-modeling stresstesting streamlit cvar mean-variance
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Apr 1, 2026 - Jupyter Notebook
Python library for mean-variance portfolio optimization — Black-Litterman returns, Ledoit-Wolf covariance, efficient frontier, risk parity, CVaR minimization, and walk-forward backtesting with transaction costs.
python portfolio-optimization quantitative-finance black-litterman backtesting modern-portfolio-theory covariance-estimation risk-parity efficient-frontier ledoit-wolf cvar mean-variance
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Mar 16, 2026 - Jupyter Notebook
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