This is a summary of links featured on Quantocracy on Friday, 11/27/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Black-Litterman Portfolio Allocation Model in Python [Python For Finance]A while ago I posted an article titled INVESTMENT PORTFOLIO OPTIMISATION WITH PYTHON REVISITED which dealt with the process of calculating the optimal asset weightings for a portfolio according to the classic Markowitz mean-variance approach. With this method we aim to maximise our level of return for any given level of risk, in doing so we develop the concept of an efficient