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kshitijbhandari / Passive-Portfolio-Management

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Passive index replication of the NASDAQ-100 using Mixed Integer Programming that selects an optimal 25-asset fund from 97 equities to maximise correlation-weighted similarity across rolling market regimes.

python portfolio-optimization quantitative-finance passive-investing pulp nasdaq100 mixed-integer-programming financial-modeling index-tracking financial-optimization index-replication
  • Updated Mar 6, 2026
  • Jupyter Notebook

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