no code implementations • 1 Jul 2022 • Jaydip Sen, Arpit Awad, Aaditya Raj, Gourav Ray, Pusparna Chakraborty, Sanket Das, Subhasmita Mishra
We have built a minimum variance portfolio and optimal risk portfolio for all the six chosen sectors by using the daily stock prices over the past five years as training data and have also conducted back testing to check the performance of the portfolio.