minimum-variance

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

Global minimum-variance portfolios under unbiased, single-factor and three-factor covariance estimators.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection

Excel portfolio project combining Fama–French 3-factor regressions with Markowitz optimization. Calculates expected returns, covariances, and solves for Minimum Variance & Tangency Portfolios. Includes charts, efficient frontier, and fully transparent formulas for replication.

Indian Stock Portfolio Optimization Dashboard using Python and Streamlit

Acheter des actions américaines depuis le Canada expose aussi au dollar américain. Ce projet vérifie si retirer cet effet réduit vraiment les pertes.

Attributing minimum-variance portfolio gains to volatility vs. correlation forecasts (Σ = DRD, GARCH, DCC, Ledoit-Wolf)