sharpe-optimal-portfolio

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bmarroc / finance

Jupyter notebooks implementing Finance projects

portfolio-optimization option-pricing algorithmic-trading binomial-model factor-models bollinger-bands efficient-frontier volatility-surface black-scholes-model sharpe-optimal-portfolio momentum-trading mean-reversion-trading

Updated Dec 22, 2023
Jupyter Notebook

mirkovicdev / Sharpe-ratio-optimization

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This notebook explores the optimization of a portfolio's Sharpe ratio using the Markowitz efficient frontier approach. By sweeping over a range of target returns and solving a series of minimum-variance problems, the optimal risk-adjusted portfolio (maximum Sharpe ratio) is identified.

portfolio-optimization sharpe-ratio markowitz-portfolio sharpe-optimal-portfolio

Updated May 28, 2025
Jupyter Notebook

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