GitHub - anthonyli01/Portfolio-Optimization: In Progress: We will investigate the common portfolio optimization methods and explore new ways to improve on this. We will start by building Minimum-Varance Portfolios, Maximum Sharpe Ratio portfolio, and building the efficient frontier. We will then investigate Kalman filters, and better ways to estimate the covariance matrix.

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Name		Name	Last commit message	Last commit date
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Portfolio Optimisation.ipynb - Colaboratory.pdf		Portfolio Optimisation.ipynb - Colaboratory.pdf
Portfolio_Optimisation (1).ipynb		Portfolio_Optimisation (1).ipynb
Portfolio_Optimisation.ipynb		Portfolio_Optimisation.ipynb
price.csv		price.csv

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In Progress: We will investigate the common portfolio optimization methods and explore new ways to improve on this. We will start by building Minimum-Varance Portfolios, Maximum Sharpe Ratio portfolio, and building the efficient frontier. We will then investigate Kalman filters, and better ways to estimate the covariance matrix.