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multi-factor-model
sanjeevai/multi-factor-model
Jupyter Notebook
Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
136
36
smart-beta-portfolio-optimization
sanjeevai/smart-beta-portfolio-optimization
HTML
Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..
69
28
smartcab
sanjeevai/smartcab
HTML
Used Q-learning to train a driving agent to learn an optimal policy in a 2D environment
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0