A program for financial portfolio management, analysis and optimisation.

Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB

Portfolio optimisation library.

Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN

Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

Bachelor Thesis (in progress) - Robust Portfolio Optimisation under Parameter Uncertainty in the U.S. Equity Market (S&P 100) - Robert Smith & Joaquin Rodriguez

A Python-based project exploring algorithmic trading strategies, including backtesting, real-time data integration, and predictive modelling with TensorFlow and Keras. Key topics include technical indicators, risk management, and leveraging AWS and broker APIs for automated trading

AI Powered Stock Analysis and Portfolio Optimisation Tool

Constrained portfolio rate optimisation for insurance pricing — SLSQP, FCA ENBP, efficient frontier, shadow prices, JSON audit trail

Constructing mean-variance efficient frontiers from MPT.

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

A machine learning pipeline that combines financial fundamentals and historical stock trends to deliver more informed stock recommendations for London-listed companies.

HMM-based regime-switching portfolio optimiser with rolling OOS backtest, mean-variance optimisation, and volatility targeting

Mean-variance portfolio optimisation across 50+ S&P 500 constituents using Python

Walk-forward portfolio optimisation backtest comparing four allocation strategies with predicted vs actual risk analysis and an interactive Streamlit dashboard.

Built end-to-end pipeline: K-Means clustering for asset segmentation, Mean-Variance optimisation, Monte Carlo VaR (10K simulations). Backtested vs FTSE with Sharpe ratio analysis.

FTSE 100 portfolio optimisation using Markowitz MPT — production quantitative finance tool with FCA compliance

Research and frameworks for optimizing fintech product portfolios.

Quant-driven portfolio optimization framework that combines market-aware synthetic data generation using Diffusion Models (DDPMs) with reinforcement learning via PPO, integrated into a comprehensive benchmark evaluation pipeline.