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smart beta portfolio optimization

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

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Overview

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

Topics & capabilities

portfolio-optimizationsmart-beta-portfoliosportfolio-managementetfstockfundsbenchmarkbeta

Repository information

Repository
sanjeevai/smart-beta-portfolio-optimization ↗
Repository owner
sanjeevai
Primary language
HTML
Repository code license
Not recorded
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
69
Forks
28
Default branch
master
Last repository push
Feb 7, 2019

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/sanjeevai/smart-beta-portfolio-optimization ↗

References explain how this resource entered the collection. They do not represent an endorsement.

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