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A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

Python 100.00%
optimization portfolio-optimizer portfolio-optimization modern-portfolio-theory sharpe-ratio risk-assessment efficient-frontier portfolio user-investment-portfolio value-at-risk

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Hi there ๐Ÿ‘‹ I am Apurv Shah

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I am a 23 year old who graduated form UMass Amherst with a double major in Computer Science and Mathematics with a concentration in Statistics. I currently work as a Technology analyst at Morgan Stanley working on enhancing internal tools and working on full stack innovative projects that focus on improving efficiency and effectioveness of data. I am proficient in Java and Python and also work regularly wit Spark and SQL.

I was a student developer @stocksmith where we actively managed the stocksmith package is which is an open-source power development tool for stock data analysis including msart machine-learning and NLP functions in the backend. I work on writing and maintaining the analytic and machine-learning functions.

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