financial-optimization

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kshitijbhandari / Passive-Portfolio-Management

Passive index replication of the NASDAQ-100 using Mixed Integer Programming that selects an optimal 25-asset fund from 97 equities to maximise correlation-weighted similarity across rolling market regimes.

python portfolio-optimization quantitative-finance passive-investing pulp nasdaq100 mixed-integer-programming financial-modeling index-tracking financial-optimization index-replication

Updated Mar 6, 2026
Jupyter Notebook

ebrahimpichka / colat-opt-jax

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Large-scale financial collateral optimization using the Primal-Dual Hybrid Gradient (PDHG / Chambolle-Pock) algorithm implemented in JAX

optimization linear-programming gpu-acceleration first-order-methods mathematical-programming pdhg collateral-optimization financial-optimization

Updated Feb 16, 2026
Python

aniketagrawal / Passive-Portfolio-Management

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Replicate the NASDAQ-100 with a 25-asset index fund using mixed integer programming to maximize correlation-based similarity.

python portfolio-optimization quantitative-finance passive-investing pulp nasdaq100 mixed-integer-programming financial-modeling index-tracking financial-optimization index-replication

Updated Mar 19, 2026
Jupyter Notebook

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