Mukeshwaran Baskaran (4 notebooks)#

Enhanced Sector ETF Portfolio Optimization with Multiple Strategies in Python with AMPL#

Notebook_3_Porfolio_Optimization_Sector_ETF.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
Description: This notebook compares multiple portfolio optimization strategies for invesment in Sector ETFs

Optimized Portfolio Optimization using EIA Data in Python with AMPL#

Notebook_1_Portfolio_Optimization_Commodities.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
Description: Portfolio Optimization across Crude Oil, Gold, Natural Gas, Silver, and the S&P 500.

Pairs Trading Strategy Optimization in Python with AMPL#

Notebook_2_Pairs_Trading_Strategy_Optimization.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
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.

Porfolio Optimization with Multiple Risk Strategies in Python with AMPL#

Notebook_4_Porfolio_Optimization_Risk_Strategies.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
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.