Portfolio Optimization (Markowitz Efficient Frontier)
NumPy, Pandas, SciPy, yfinance
- Quantitative finance model implementing Modern Portfolio Theory to optimize asset allocation under risk constraints
- Statistical estimation of expected returns and covariance matrices from historical time-series data
- Formulated and solved a constrained quadratic optimization problem to compute the efficient frontier
- Exploratory analysis of asset behavior and visualization of risk-return trade-offs