project_Asset_Allocation

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project_Asset_Allocation

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quantitative asset allocation strategy

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# Project Quant
## Quantitative strategy with python

### Asset Allocation Strategy
#### 1. Modern Portfolio Theory (Mean Variance optimization)
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/00_mean_variance.ipynb   
[blog] https://quhiquhihi.github.io/posts/Mean-Varance/

#### 2. Risk Parity Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/01_risk_parity.ipynb  
[blog] https://quhiquhihi.github.io/posts/Risk_Parity/

#### 3. Hierachical Risk Parity Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/02_hierachical_risk_parity.ipynb   
[blog] https://quhiquhihi.github.io/posts/Hierachical_Risk_Parity/

#### 4. Kelly Criteriom for Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/03_kelly_criteriom.ipynb  
[blog] https://quhiquhihi.github.io/posts/Kelly_Rule/

#### 5. Maximum Diversification Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/04_max_diversification.ipynb

#### 6. Sector Rotation with momentum Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/05_sector_rotation_with_momentum.ipynb   
[blog] https://quhiquhihi.github.io/posts/Sector_Momentum/

#### 7. Vigiliant Asset Allocation with momentum Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/06_vigilant_asset_allocation_with_momentum.ipynb
[blog] https://quhiquhihi.github.io/posts/Vigiliant_Asset_Allocation/

#### 8. Defensive Asset Allocation with momentum Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/07_defensive_asset_allocation_with_momentum_monthly.ipynb   
[blog] https://quhiquhihi.github.io/posts/Defensive_Asset_Allocation/

#### 9. Sector Rotation with reverse momentum Investment Strategy
[code] https://github.com/QuhiQuhihi/asset_allocation_strategy/blob/main/08_sector_rotation_with_reverse_momentum.ipynb

### Environment
Use python 3.8.10
Download from Anaconda.org

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