Chorobek Sheranov — Data Science Portfolio

Interactive exploration of quantitative finance projects.

Volatility Modeling
Portfolio Optimization

Model Comparison

Parameters

Efficient Frontier

Evaluation

Asset Allocation

Controls

Strategies:

EF Pt 1 (Conservative)

EF Pt 2 (Moderate)

EF Pt 3 (Aggressive)

Max Sharpe

Global Min Variance

Risk Parity

Equal Weights

S&P 500

Show weights for: