Risk Parity & Budgeting with Python | Python for Quant Finance Meetup
The Python Quants
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Risk Parity & Budgeting with Python | Python for Quant Finance Meetup
4 778 просмотров · 3 года назад
The Python Quants
11,2 тыс. подписчиков
4 778 просмотров · 3 года назад
Link to the Gist: https://bit.ly/pqf_risk | This talk from the 23rd Python for Quant Finance Meetup (https://pqf.tpq.io) contrasts traditional mean-variance portfolio allocation with the risk parity/budgeting approach. It uses Python, pandas and financial EOD historical financial data from https://eodhistoricaldata.com/r/?ref=....