Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

An R package implementing a collection of clustered and hierarchical portfolio optimization techniques.

Analyzing portfolio optimizing strategies

"Data Science in Finance with Python" course at the Catholic University of Eichstätt-Ingolstadt

Excel projects

The allocation algorithm in "An Analytic Derivation of the Efficient Portfolio Frontier" by Robert C. Merton, 1972.