markowitz-optimization

Denoised Neural Portfolio Optimizer (Deep Markowitz with Spectral Filtering)

Markowitz portfolio optimization in Python using historical market data and Sharpe ratio maximization.

An interactive quantitative finance dashboard that uses Markowitz Mean-Variance Optimization to visualize the Efficient Frontier of a stock portfolio.

End-to-end quantitative investment analytics, GARCH volatility modeling, time-series forecasting (SARIMA/LSTM), portfolio optimization (Markowitz, Risk Parity, Black-Litterman), and net-of-cost backtesting for TSLA, SPY, & BND.

End-to-end, walk-forward pipeline feeding ML (Random Forest, LightGBM) vs. historical-mean return forecasts into four portfolio optimizers — Equal-Weight, Penalised & Regularised Mean-Variance (Markowitz), and Drawdown-Penalised — across 50 S&P 500 stocks.

The Quant's Cockpit is an end-to-end financial analytics platform. It ingests real-time data into a SQL warehouse and uses Markowitz Optimization to recommend ideal asset allocations. Features include a 'Quant AI Analyst' for automated ratings and Monte Carlo simulations for risk forecasting. Built with Python, Streamlit, and SQL

Indian Stock Portfolio Optimization Dashboard using Python and Streamlit

Multi-industry optimization engine in Python. Connect. Optimize. Decide.