This project is a C++ implementation of Modern Portfolio Theory (MPT), a foundational concept in quantitative finance. The goal is to build a high-performance tool that can calculate the Efficient Frontier for a given set of financial assets.
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This project is a C++ implementation of Modern Portfolio Theory (MPT), a foundational concept in quantitative finance. The goal is to build a high-performance tool that can calculate the Efficient Frontier for a given set of financial assets.
patwrall/portfolio-optimizer
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This project is a C++ implementation of Modern Portfolio Theory (MPT), a foundational concept in quantitative finance. The goal is to build a high-performance tool that can calculate the Efficient Frontier for a given set of financial assets.
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