This is a summary of links featured on Quantocracy on Tuesday, 07/02/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Tactical Asset Allocation in June [Allocate Smartly]This is a summary of the recent performance of a wide range of excellent Tactical Asset Allocation (TAA) strategies, net of transaction costs. These strategies are sourced from books, academic papers, and other publications. While we dont (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly help
-
Investment Portfolio Optimisation with Python Revisited [Python For Finance]In this post I am going to be looking at portfolio optimisation methods, touching on both the use of Monte Carlo, brute force style optimisation and then the use of Scipys optimize function for minimizing (or maximizing) objective functions, possibly subject to constraints, as it states in the official docs (https://docs.scipy.org/doc/scipy/reference/optimize.html). I have to