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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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💡[FEATURE]: Portfolio Optimization Using Genetic Algorithms #519

Closed ashis2004 closed 3 weeks ago

ashis2004 commented 1 month ago

Is your feature request related to a problem? Please describe. implements portfolio optimization using genetic algorithms to find the optimal asset allocation that maximizes returns and minimizes risk.

Describe the solution you'd like Load the Data: Load the historical price data from the CSV file.

Calculate Returns: Calculate daily returns for each asset.

Define the Fitness Function: The fitness function will evaluate portfolios based on criteria like return, risk, and the Sharpe ratio.

Initialize Population: Create an initial population of random portfolios.

Selection: Select the best-performing portfolios from the current population to create the next generation.

Crossover: Combine pairs of portfolios to create new portfolios.

Mutation: Introduce small random changes to some portfolios to maintain genetic diversity.

Termination: Decide when to stop the algorithm, either after a fixed number of generations or when improvements become negligible.

Evaluate the Best Portfolio: Analyze the performance of the best portfolio found.

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Describe alternatives you've considered A clear and concise description of any alternative solutions or features you've considered.

Additional context Add any other context or screenshots about the feature request here.

ashis2004 commented 1 month ago

pls assign it me @Akshat111111 I'm Gssoc'24 contributor i want to work on it