Financial engineering from a signal processing perspective

Final Project of THU course Investment

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

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

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.

ConsciousCapital aims to help beginner investors curate portfolios that align with their ESG values.

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

Optimization Methods in Finance, final project, auxiliary codes in Matlab for OMV curve, sharpe ratio and admissible regions

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

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

Course Project for the course Intro to Financial Engineering

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

An experimental stock portfolio application with performance stats, company news filter and Markowitz portfolio optimization.