Allows me to record all my algorithmic trading tests (strategy, new discoveries, etc.)
Noisy mean-field algorithm (NMFA) for finding Markovitz quadratic form minimum value
How do you construct your portfolio: asset selection, allocation and turnover? What're the constraints in investments strategies? Is a portfolio based on machine learning more rewarding than a Markovitz one? We'll try to answer these questions in small projects.
Various portfolio simulations.
Add a description, image, and links to the markovitz topic page so that developers can more easily learn about it.
To associate your repository with the markovitz topic, visit your repo's landing page and select "manage topics."