portfolio-optimization

I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.)

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (6 total)

Risk Model Comparison Analysis (UC-101)

Compares multiple covariance estimation methods (sample, semicovariance, exponential, Ledoit-Wolf variants, oracle approximating) to evaluate which pr Triggers: risk model comparison, covariance estimation methods, portfolio risk analysis

Basic Mean-Variance Optimization (UC-102)

Constructs a minimum volatility portfolio using mean-variance optimization with CAPM-based expected returns and compares sample covariance vs Ledoit-W Triggers: mean-variance optimization, minimum volatility portfolio, Efficient Frontier