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PortfolioOptimiser
PortfolioOptimiser PublicWe are building an optimiser with the goal of maximising the Sharpe ratio of a portfolio, subject to the condition that the portfolio is long three equities and short three.
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- PortfolioOptimiser Public
We are building an optimiser with the goal of maximising the Sharpe ratio of a portfolio, subject to the condition that the portfolio is long three equities and short three.
UOBQuants/PortfolioOptimiser’s past year of commit activity - MarketCrawler Public
UOBQuants/MarketCrawler’s past year of commit activity - Market-Analysis Public
UOBQuants/Market-Analysis’s past year of commit activity
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