Quantitative-Finance

Quantitative Financial Risk Mangement

Modern Portfolio Theory Here Mean-variance optimization is done with MPT, to test if the portfolio consisted of Gold, Oil , S&P500 and shares of Apple over a period of 6 years from 2015 till date. Then how much should you classify your assets into them based on a fixed volatility level.

Stock data is collected from Yahoo finance.

On evaluating MPT, Efficient Frontier comes out to be:

Indicating that:

m

Name		Name	Last commit message	Last commit date
Latest commit History 10 Commits
Binary_Tree_Pricing_model.ipynb		Binary_Tree_Pricing_model.ipynb
Black_Scholes_Option_Pricing_model(1).ipynb		Black_Scholes_Option_Pricing_model(1).ipynb
Coins.pkl		Coins.pkl
Geometric_Browinanian_Process.ipynb		Geometric_Browinanian_Process.ipynb
Mordern_Portfolio_Theory.ipynb		Mordern_Portfolio_Theory.ipynb
README.md		README.md
requirements.txt		requirements.txt
test_app.py		test_app.py

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