Develop Modern Portfolio Theory Optimization Agent - Githubissues

SaudAltamimi / value-mpt

MIT License

3 stars 3 forks source link

Develop Modern Portfolio Theory Optimization Agent #5

Closed SaudAltamimi closed 1 month ago

SaudAltamimi commented 4 months ago

[x] Implement expected return calculation
[x] Implement standard deviation calculation
[x] Create correlation matrix function
[x] Develop efficient frontier generator
[x] Implement optimal portfolio selector based on risk tolerance

Good references:

cvxpy