This is the developer GitHub webpage for the Portfolio Optimization Book, where you can contribute with code examples, slides, and additional material. See also the official homepage.

Work in progress, updated weekly...

• Chapter 1 - Introduction: slides

• Chapter 2 - Financial Data: Stylized Facts: slides , R code

• Chapter 3 - Financial Data: IID Modeling: slides , R code

• Chapter 4 - Financial Data: Time Series Modeling: slides , R code

• Chapter 5 - Financial Data: Graphs

• Chapter 6 - Portfolio Basics: slides , R code

• Chapter 7 - Modern Portfolio Theory: slides , R code , Python code

• Chapter 8 - Portfolio Backtesting: slides , R code

• Chapter 9 - High-Order Portfolios: slides , R code

• Chapter 10 - Portfolios with Alternative Risk Measures: slides , R code

• Chapter 11 - Risk Parity Portfolios: slides , R code

• Chapter 12 - Graph-Based Portfolios: slides , R code

• Chapter 13 - Index Tracking Portfolios: slides , R code

• Chapter 14 - Robust Portfolios: slides , R code

• Chapter 15 - Pairs Trading Portfolios: slides , R code

• Chapter 16 - Deep Learning Portfolios

• Appendix A - Convex Optimization Theory: slides

• Appendix B - Optimization Algorithms: slides , R code

• 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).