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markowitz-model

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Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

  • Updated Dec 17, 2020
  • Python

In the first part we use Markowitz model to identify the best portfolio by analysing the returns and risk from assets. And in the second part we use reinforcement learning to predict the stock price of any company . The model is expected to take actions in order to maximize the profit and reduce losses.

  • Updated Jul 31, 2023
  • Jupyter Notebook

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.

  • Updated Sep 10, 2024
  • Python

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