Columbia FinTech Boot Camp Homework - Program that leverages Python and Pandas to analyze and compare historical performance of several investment portfolios.

Using the Sharpe ratio to analyze Facebook and Amazon stocks.

Calculation of risk in a cryptocurrency portfolio by the Monte Carlo method

Portfolio Optimizer using Sharpe Ratio, along with a sensitivity analysis

Design of a mathematic model for cross-border ETF arbitrage strategy

A Whale off the Port(folio)

In this financial analysis we take a deep dive into how the adoption of cryptocurrencies is challenging the traditional financial infrastructure across international lines. Our main questions to answer are: What is the risk to reward ratio of investing in cryptocurrency? Are cryptocurrencies correlated to more standard stocks like the S&P 500? A…

Estadísticas básicas para analizar activos, portafolio de inversión o estrategías de trading algoritmico

App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).

Finding best portfolio weightings based on a predefined set of ESG stocks.

A Streamlit App to balance a portfolio of stocks by maximizing its Sharpe Ratio

📈Sharpe Ratio

This Project aims to technically analyze various portfolio diversification strategies and build a mean-variance efficient portfolio strategy positioned for a risk-averse investor.

Use the Python tool pandas to calculate and compare profitability and risk of different investments using the Sharpe Ratio.

A simple example for calculating the Sharpe Ratio

Standard Deviations, Rolling Windows, Beta, Sharpe Ratios, Weighted Returns. Portfolio comparisons.

A Portfolio Object to automatically do portfolio optimization and statistics on historical stock data from Yahoo! Finance in Rstudio

Quantitative analysis techniques with Python and Pandas, for investors to determine which portfolio is performing the best across many areas: volatility, returns, risk, and Sharpe ratios.