A program for financial portfolio management, analysis and optimisation.

Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB

Portfolio optimisation library.

Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN

Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

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.

Constructing mean-variance efficient frontiers from MPT.

A Python-based project exploring algorithmic trading strategies, including backtesting, real-time data integration, and predictive modelling with TensorFlow and Keras. Key topics include technical indicators, risk management, and leveraging AWS and broker APIs for automated trading