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Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
Updated
Jun 17, 2024
Python
An R package implementing a collection of clustered and hierarchical portfolio optimization techniques.
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
Updated
Jul 7, 2025
Python
Time-Varying Minimum Variance Portfolio (TV-MVP)
Excel portfolio project combining Fama–French 3-factor regressions with Markowitz optimization. Calculates expected returns, covariances, and solves for Minimum Variance & Tangency Portfolios. Includes charts, efficient frontier, and fully transparent formulas for replication.
Updated
Nov 17, 2025
Python
Analyzing portfolio optimizing strategies
Updated
Apr 17, 2023
Jupyter Notebook
Portfolio optimization in R: minimum variance and efficient frontier using EDHEC hedge fund data, plus linear programming applied to resource allocation. VCU FIRE 540.
Updated
Jun 12, 2026
HTML
"Data Science in Finance with Python" course at the Catholic University of Eichstätt-Ingolstadt
Updated
Apr 17, 2025
Jupyter Notebook
Robert C. Merton's 1972 minimum-variance portfolio allocation algorithm.
Updated
Jul 3, 2026
Jupyter Notebook
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