This is a summary of links featured on Quantocracy on Wednesday, 06/22/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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From theory to practice: Challenging the market using MPT-based investment strategy [Quant Dare]In order to develop complex strategies for a successful asset allocation, portfolio managers need profound knowledge on the field. Apparently, this is the key to be able to consistently beat the market. In this post we will learn how to design investment strategy based in Modern Portfolio Theory in Python. Will we be able to outperform the market? Lets find out! Note that before diving into the