This project is a detailed research-oriented suite of Jupyter notebooks designed to explore key quantitative finance concepts across forecasting, portfolio optimization, and risk-return analysis. This project explores quantitative strategies for asset selection, risk-adjusted return optimization, and out-of-sample validation. Each notebook tackles a specific area of the asset management process, from data preprocessing to predictive modeling and convex optimization.
-
Notifications
You must be signed in to change notification settings - Fork 0
achntj/Quantitative-Strategies
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
Quantitative Strategies for Portfolio Construction & Optimization
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published