Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Interactive Streamlit dashboard for market risk analysis, Markowitz portfolio optimization, and financial planning. See in the link below:

Aplicação interativa para calcular e visualizar a Fronteira Eficiente de Markowitz. Otimize portfólios com base em retorno e risco e visualize os portfólios ótimos diretamente no navegador via Streamlit.

Python implementation of minimum-variance portfolio optimization with optional target return constraint. Includes numerical stability handling and support for short-selling.

I learned about the Markowitz Portfolio Optimization Model.

In this project, the Markowitz mean-variance portfolio theory is first introduced from a purely mathematical point of view. From there, we motivate another interesting concept: the capital asset pricing model (CAPM). Finally, using historical stock data, we plot the efficient frontier for a portfolio, and lay down our conclusions and inferences.