Optimisfits

FH BFI

Code for Advanced Topics Asset Management

Name		Name	Last commit message	Last commit date
Latest commit History 13 Commits
0Archive		0Archive
all_cleaned_prices_by_source		all_cleaned_prices_by_source
all_cleaned_prices_for_meta		all_cleaned_prices_for_meta
final_portfolio_stats		final_portfolio_stats
final_presentation		final_presentation
max_sharpe_portfolio_stats		max_sharpe_portfolio_stats
portfolio_metas		portfolio_metas
python_scripts		python_scripts
r_scripts		r_scripts
raw_data_prices		raw_data_prices
risk_free		risk_free
stock-info		stock-info
.RData		.RData
.Rhistory		.Rhistory
README.md		README.md
max_sharpe_ratio.R		max_sharpe_ratio.R
max_sharpe_with_meta_sheet.R		max_sharpe_with_meta_sheet.R
optimal_portfolio_correlation.R		optimal_portfolio_correlation.R
original_portfolio_correlation.R		original_portfolio_correlation.R
portfolio_asset_log_returns.csv		portfolio_asset_log_returns.csv
portfolio_optimization.R		portfolio_optimization.R
prepare_data.R		prepare_data.R
value_at_risk.R		value_at_risk.R

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