perfomance-python

Here are 2 public repositories matching this topic...

JGekko99 / Portfolio-Optimization-and-Backtesting-Using-Python-A-Pragmatic-Approach

Modern Portfolio Theory (MPT) and Monte Carlo simulations to optimize and backtest a portfolio of various financial assets

python multiprocessing jupyter-notebook multithreading data-analysis monte-carlo-simulation numba data-cleaning asset-management modern-portfolio-theory numba-jit-compiler perfomance-python

Updated Jan 28, 2025
Jupyter Notebook

JGekko99 / Portfolio-Risk-Analysis-with-VaR-and-ES-using-Numba

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This repository contains a Python script that performs portfolio risk analysis on selected assets using Value at Risk (VaR) and Expected Shortfall (ES) measures. The script uses Numba to optimize the risk calculations, downloads historical data from Yahoo Finance with yfinance, and visualizes the portfolio's return distribution

numba risk-management asset-management numba-jit-compiler perfomance-python

Updated Mar 2, 2025
Python

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