Popular repositories Loading

1. homework homework Public

   Python 1

2. ADA-CS ADA-CS Public

   Python 1

3. justtest justtest Public

   test for zzk

4. PyPortfolioOpt PyPortfolioOpt Public

   Forked from robertmartin8/PyPortfolioOpt

   Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

   Jupyter Notebook

5. Black-Litterman-Model Black-Litterman-Model Public

   Forked from jrothschild33/Black-Litterman-Model

   使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产…

   Python