Modern Portfolio Theory (MPT), developed by Harry Markowitz, is a fundamental concept in investment management. It provides a framework for investors to build portfolios that optimize returns for a given level of risk tolerance.
This project aims to apply the principles of MPT to a list of different stocks, using a monte carlo simulation to generate the optimal weight distribution to follow based on the principles outlined in MPT.
Python, Jupyter Notebooks
Prerequisites & Dependencies
Pandas, Numpy, Bokeh
Fang Cheng Guo
Alek
MIT License