Develop Modern Portfolio Theory Optimization Agent - Githubissues

SaudAltamimi / value-mpt

MIT License

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Develop Modern Portfolio Theory Optimization Agent #5

Open SaudAltamimi opened 2 months ago

SaudAltamimi commented 2 months ago

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

Good references:

cvxpy