Portfolio Optimization |
This is the homepage for the Portfolio Optimization Book. It contains slides, code examples (R and Python), exercises, and data.
To contribute, check the developer GitHub webpage.
Work in progress, updated weekly…
Chapter 10 - Portfolios with Alternative Risk Measures
Chapter 11 - Risk Parity Portfolios
Chapter 13 - Index Tracking Portfolios
Chapter 14 - Robust Portfolios
Chapter 15 - Pairs Trading Portfolios
Chapter 16 - Deep Learning Portfolios
Sample slide title page with customizable course info on a textbox.
Stock and crypto data used in the sample code can be conveniently found at https://github.com/dppalomar/pob
Feel free to reach out to me via email or follow me on X (formerly Twitter).