This repo contains the code associated with approximating correlations between a large set of financial assets. It then uses this information to evaluate the relevant efficient frontier. Please refer to Report.pdf for detailed information.
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This repo contains the code associated with evaluating the efficient frontier. The report containing the associated analysis can be found at: https://niklasopf.github.io/Quant_Platform/Nearest_correlation_matrix_and_the_efficient_frontier.pdf
NiklasOPF/Nearest_correlation_matrix_and_efficient_frontier
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This repo contains the code associated with evaluating the efficient frontier. The report containing the associated analysis can be found at: https://niklasopf.github.io/Quant_Platform/Nearest_correlation_matrix_and_the_efficient_frontier.pdf
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