pranjanpr/Quant-MELO-Portfolio

A Bayesian based architecture to evaluate the optimal weights of different stocks in a portfolio according to Global Minimum Variance and Tangency optimization problem.

37 best points · 1 comments · 1 Hacker News post · 25 GitHub stars · View on GitHub

Hacker News discussions

• Show HN: Optimal Stock Weights in a Portfolio, Tangency & Global Min Variance. (37 points, 1 comments, by eleganc, 2022-05-08)