This is a summary of links featured on Quantocracy on Sunday, 08/09/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Portfolio Optimisation with MlFinLab: Estimation of Risk [Hudson and Thames]Risk has always played a very large role in the world of finance with the performance of a large number of investment and trading strategies being dependent on the efficient estimation of underlying market risk. With regards to this, one of the most popular and commonly used representation of risk in finance is through a covariance matrix higher covariance values mean more volatility in the