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[Feature Request]: Portfolio Optimization Using Genetic Algorithms #332

@ashis2004

Description

@ashis2004

Is there an existing issue for this?

  • I have searched the existing issues

Feature Description

Data Collection: Gather historical price data for a set of assets.

  • Data Preprocessing: Clean and prepare the data for analysis.
  • Feature Engineering: Calculate returns, volatility, and correlations.
  • Genetic Algorithm Implementation: Develop and apply a genetic algorithm to optimize the portfolio.
  • Evaluation: Assess the performance of the optimized portfolio.

Use Case

implements portfolio optimization using genetic algorithms to find the optimal asset allocation that maximizes returns and minimizes risk.

Benefits

No response

Priority

High

Record

  • I agree to follow this project's Code of Conduct
  • I'm a GSSOC contributor
  • I want to work on this issue
  • I'm willing to provide further clarification or assistance if needed.

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