Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market

no code implementations • 1 Jul 2022 • Jaydip Sen, Arpit Awad, Aaditya Raj, Gourav Ray, Pusparna Chakraborty, Sanket Das, Subhasmita Mishra

We have built a minimum variance portfolio and optimal risk portfolio for all the six chosen sectors by using the daily stock prices over the past five years as training data and have also conducted back testing to check the performance of the portfolio.

Portfolio Optimization Stock Price Prediction +1