Mean-Variance Optimization with ESG score constraint

Selecting and optimizing portfolios involving FTSE 100 top 10 stocks. Comparison of each strategy performance over time with rolling statistics and tail risk metrics.

Aqui está parte do meu trabalho de conclusão de curso, onde faço a otimização de uma carteira de investimento usando a Teoria do Portfólio de Markwitz e a linguagem Python.

making professional portfolio management methods accessible through point and click. methods such as mean var opt and portfolio rebalancing is available. try the app from the link

This project fetches historical OHLCV data for a universe of large, liquid stocks (z.B., MSFT, AAPL) and consolidates them into a tidy dataset suitable for downstream analytics, risk monitoring, and corporate‑action–aware time‑series analysis.

Machine Learning portfolio optimization on CAC40: XGBoost (AUC 95%), RSI clustering, Sharpe maximization. Python/scikit-learn/PyPortfolioOpt

Efficient Frontier and Tangency Portfolio modeling using Python, Markowitz Theory, and PyPortfolioOpt with domestic and global diversification.

ML-driven portfolio optimization comparing HRP clustering vs. Max Sharpe (MVO) for robust asset allocation.

Automated interaction and data extraction tool for Jackson National Life Insurance website

Streamlit app forked for debugging purposes