portfolio-optimization#

Enhanced Sector ETF Portfolio Optimization with Multiple Strategies in Python with AMPL#

Notebooks > Enhanced Sector ETF Portfolio Optimization with Multiple Strategies in Python with AMPL
Notebook_3_Porfolio_Optimization_Sector_ETF.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: This notebook compares multiple portfolio optimization strategies for invesment in Sector ETFs
Tags: finance, portfolio-optimization
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>

Optimized Portfolio Optimization using EIA Data in Python with AMPL#

Notebooks > Optimized Portfolio Optimization using EIA Data in Python with AMPL
Notebook_1_Portfolio_Optimization_Commodities.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: Portfolio Optimization across Crude Oil, Gold, Natural Gas, Silver, and the S&P 500.
Tags: finance, portfolio-optimization, mean-variance
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>

Porfolio Optimization with Multiple Risk Strategies in Python with AMPL#

Notebooks > Porfolio Optimization with Multiple Risk Strategies in Python with AMPL
Notebook_4_Porfolio_Optimization_Risk_Strategies.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: This notebook evaluates three distinct risk-based portfolio strategies: Semivariance Optimization, Conditional Value-at-Risk (CVaR) Optimization, and Conditional Drawdown-at-Risk (CDaR) Optimization.
Tags: finance, portfolio-optimization, cvar, cdar, semivariance
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>

Portfolio Optimization: Factor Model#

Notebooks > Portfolio Optimization: Factor Model
portfolio_factor_model.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: Mean-Variance Portfolio Optimization model where the risk estimator is not given explicitly but is instead represented by a factor model, as is common in US equity models [1]. The original notebook is [3].
Tags: finance, portfolio-optimization, mean-variance, factor-model, ampl-conditonal-instantiation, cardinality-constraint
Author: Gleb Belov (9 notebooks) <gleb@ampl.com>