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Mean-Variance-Portfolio-Optimisation

Project Type

Programming, Quantitative methods

I implemented Mean-Variance Portfolio Optimisation in Python to construct an optimal portfolio by balancing risk (variance) and return (mean). This method, based on Harry Markowitz’s Modern Portfolio Theory (MPT), aims to find the best combination of assets that maximises returns for a given level of risk.

Location

London, England

Phone

07538 464 213

Email

Connect

  • GitHub
  • LinkedIn
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