risk-adjusted-returns

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manitbhasin6-commits / Sharpe-Optimizer

Sharpe Ratio optimizer — Monte Carlo simulation across thousands of random portfolios to find the maximum Sharpe (Tangency) portfolio. Includes efficient frontier scatter, Sharpe gauge, optimal vs equal weight comparison, and full asset breakdown. Browser-based, no dependencies.

monte-carlo portfolio-optimization sharpe-ratio ibdp risk-adjusted-returns

Updated Mar 15, 2026
HTML

divyasuranaa / active-portfolio-management-factor-allocation

Star

Financial analyst project on active portfolio management, factor allocation, benchmark comparison, risk analysis, performance attribution and portfolio optimisation using Excel and Python.

Updated Jul 3, 2026
Python

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