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Quantocracy’s Daily Wrap for 09/01/2020

This is a summary of links featured on Quantocracy on Tuesday, 09/01/2020. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Portfolio Optimisation with MlFinLab: Mean-Variance Optimisation [Hudson and Thames]

    For a long while, investors worked under the assumption that the risk and return relationship of a portfolio was linear, meaning that if an investor wanted higher returns, they would have to take on a higher level of risk. This assumption changed when in 1952, Harry Markowitz introduced Modern Portfolio Theory (MPT). MPT introduced the notion that the diversification of a portfolio can inherently

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