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Portfolio Optimizer
A quantitative finance project combining LSTM forecasting with Modern Portfolio Theory for multi-asset allocation.
What I Built
A quantitative finance project combining LSTM forecasting with Modern Portfolio Theory for multi-asset allocation.
Outcome & Impact
Combined forecasting and portfolio optimization to target a 13 percent expected annual return with a 1.05 Sharpe ratio.
- 13% expected return
- 1.05 Sharpe ratio
- +18.2% backtest