finance#

Book Example: Economic equilibria#

Notebooks > Book Example: Economic equilibria
economic_eq_lecture.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
Description: economic model using complementarity conditions from Chapter 19 AMPL book
Tags: ampl-only, ampl-book, finance, complementarity-problem
Author: Marcos Dominguez Velad (25 notebooks) <marcos@ampl.com>

Efficient Frontier with Google Sheets#

Notebooks > Efficient Frontier with Google Sheets
efficient_frontier.ipynb Open In Colab
Description: Efficient Frontier example using Google Sheets
Tags: amplpy, google-sheets, finance
Author: Christian Valente (5 notebooks) <ccv@ampl.com>

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

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
Tags: finance, portfolio-optimization
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>

Financial Portfolio Optimization with amplpy#

Notebooks > Financial Portfolio Optimization with amplpy
amplpyfinance_vs_amplpy.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
Description: Financial Portfolio Optimization with amplpy and amplpyfinance
Tags: amplpy, amplpyfinance, finance
Author: Filipe Brandão (16 notebooks) <fdabrandao@gmail.com>

Optimization Methods in Finance: Chapter 3#

Notebooks > Optimization Methods in Finance: Chapter 3
finance_opt_example_3_1.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
Description: Optimization Methods in Finance: Bond Dedication Problem.
Tags: amplpy, example, finance
Author: Marcos Dominguez Velad (25 notebooks) <marcos@ampl.com>

Optimized Portfolio Optimization using EIA Data in Python with AMPL#

Notebooks > 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.
Tags: finance, portfolio-optimization, mean-variance
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>

Pairs Trading Strategy Optimization in Python with AMPL#

Notebooks > 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.
Tags: finance, pairs-trading
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>

Porfolio Optimization with Multiple Risk Strategies in Python with AMPL#

Notebooks > 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.
Tags: finance, portfolio-optimization, cvar, cdar, semivariance
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>