portfolio-optimiser
项目状态: 未知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.
- 目标软件或硬件
- 工作类型
- 主要公开仓库
- github.com/infinityandacrylic/portfolio-optimiser
按最近记录的仓库星标数排序。星标反映关注度，不代表完成进度。未获取到的数值显示为未知。
仓库元数据需要更新。仍可查看已缓存的项目信息。
介绍与范围
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.
贡献接收情况
贡献政策未知
- AI 辅助贡献政策
- 未说明
有文档依据的贡献者系统
尚无贡献环境记录
已报告进度
尚未报告进度
源码、构建与发布
- 打开仓库 · github.comgithub.com/infinityandacrylic/portfolio-optimiser