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portfolio-optimiser

Project status: Unknown

For the Credit Suisse Investment Challenge 2021: Built a bot that takes in tickers and gives a weight for maximised Sharpe ratio Need to reverse engineer the bot to take in weights and give Sharpe ratio for a certain portfolio in order to rebalance the portfolio.

Target software or hardware
bot
Work type
Source reconstruction
Primary public repository
github.com/infinityandacrylic/portfolio-optimiser
GitHub
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About and scope

For the Credit Suisse Investment Challenge 2021: Built a bot that takes in tickers and gives a weight for maximised Sharpe ratio Need to reverse engineer the bot to take in weights and give Sharpe ratio for a certain portfolio in order to rebalance the portfolio.

Contribution availability

Contribution policy unknown

AI-assisted contribution policy
Unspecified

Documented contributor systems

Contributor setup not documented

Reported progress

Progress not reported

Sources, builds and releases