Mukeshwaran Baskaran (4 notebooks)#
Enhanced Sector ETF Portfolio Optimization with Multiple Strategies in Python with AMPL#
Description: This notebook compares multiple portfolio optimization strategies for invesment in Sector ETFs
Tags: finance, portfolio-optimization
Optimized Portfolio Optimization using EIA Data in Python with AMPL#
Description: Portfolio Optimization across Crude Oil, Gold, Natural Gas, Silver, and the S&P 500.
Pairs Trading Strategy Optimization in Python with AMPL#
Description: Optimize pairs trading strategy by optimizing entry and exit thresholds for each pair based on training data. This approach uses interpolation to find optimal parameters within the range tested.
Tags: finance, pairs-trading
Porfolio Optimization with Multiple Risk Strategies in Python with AMPL#
Description: This notebook evaluates three distinct risk-based portfolio strategies: Semivariance Optimization, Conditional Value-at-Risk (CVaR) Optimization, and Conditional Drawdown-at-Risk (CDaR) Optimization.