smart-beta-portfolio-optimization

smart-beta-portfolio-optimization

sanjeevai

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..

benchmark
View on GitHub
67 Stars
27 Forks
67 Watchers
HTML Language
Cost to Build
$476.6K
Market Value
$1.15M
How is this calculated?

Growth over time

7 data points  ·  2021-08-01 → 2025-06-01
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What is the sanjeevai/smart-beta-portfolio-optimization GitHub project? Description: "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..". Written in HTML. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone smart-beta-portfolio-optimization

Clone via HTTPS

git clone https://github.com/sanjeevai/smart-beta-portfolio-optimization.git

Clone via SSH

[email protected]:sanjeevai/smart-beta-portfolio-optimization.git

Download ZIP

Download master.zip

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