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annannangel's Projects

black-litterman-model icon black-litterman-model

使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。

modernporfoliotheory icon modernporfoliotheory

A live script to perform numerical simulations and find the best portfolio composition in accordance with the latest Modern Portfolio Theory

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

simple-stock-management icon simple-stock-management

Server component of the Simple Stock Management stock & inventory web app. Designed for small businesses & non-profits.

smowms icon smowms

仓库管理系统，移动端APP开源项目，支持Android、iOS，基于.NET（C#、VB）。SmoWMS仓库管理系统包含了仓库管理、订单、主数据维护、图表分析、个人信息等几大功能。 SmoWMS is Warehouse Management solution for APPs, developed by .NET. Support Android & iOS.

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