Basic framework of code I had running on a RaspberryPi that automatically sends me market updates, with prices and associated technical indicators. Calculates Sharpe Ratio and runs a Monte Carlo Simulation for selected financial products to identify the "optimised" portfolio distribution according to Modern Portfolio Theory.
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Basic framework of code I have running on a RaspberryPi that automatically sends me cryptocurrency market updates, with prices and associated technical indicators. Calculates Sharpe Ratio and runs a Monte Carlo Simulation for selected cryptocurrencies to identify the "optimised" portfolio distribution according to Modern Portfolio Theory.
HagenRA/Sharpe-MonteCristo
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Basic framework of code I have running on a RaspberryPi that automatically sends me cryptocurrency market updates, with prices and associated technical indicators. Calculates Sharpe Ratio and runs a Monte Carlo Simulation for selected cryptocurrencies to identify the "optimised" portfolio distribution according to Modern Portfolio Theory.
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