markowitz-portfolio-analysis

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Financial engineering from a signal processing perspective

Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

Final Project of THU course Investment

Implemented the Porfolio optimization using Markowitz Model on VOO(NYSE) and BLV(NYSE) initally in Google Sheets

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.

Markowitz mean-variance criterion in R

Plot the efficient frontier of any combination of assets using Yahoo Finance Historical Data.

Random Forest direction classifier, custom directional loss neural network, and ML-enhanced Markowitz portfolio optimiser — three progressively complex equity strategies in Python.

Portfolio optimization using Modern Portfolio Theory to construct the Efficient Frontier and Maximum Sharpe Ratio portfolio in Python.

Project on Markowitz Portfolio Management offered by the Finance and Analytics Club, IIT Kanpur in 2020-21 II

The system follows a clean client–server architecture where all computationally intensive quantitative logic is executed in a high-performance C++ backend. The React frontend acts purely as a visualization layer, communicating with the backend via a lightweight REST/JSON API. The Quant Engine encapsulates optimization, risk analysis and backtesting

Projects and reusable code from my time completing Codecademy's Analyze Financial Data with Python Skill Path. August 2021.

Python implementation of Markowitz portfolio optimization, risk-return analysis and diversification.

Bachelor’s Thesis. Classic and RL portfolio optimization methods.

Course Project for the course Intro to Financial Engineering

This project applies Markowitz’s Portfolio Theory to analyze the profitability and risk levels of a defense-focused portfolio during a period of high geopolitical tension. The model, implemented in Python, produces a visualization of the efficient frontier for the selected observation period.

Using Shiny for Python to visualize mean-variance portfolio optimization, using mean monthly returns.