Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- finance
- portfolio-optimization
- portfolio-management
- quantitative-finance
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Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
Machine Learning in Asset Management (by @firmai)