Pergunta de entrevista da empresa AKUNA CAPITAL

Given this Python scaffold for a portfolio API, complete the functions.

Respostas da entrevista

Sigiloso

4 de set. de 2020

Hi

Sigiloso

4 de set. de 2020

PyPortfolioOpt is a library that implements portfolio optimisation methods, including classical mean-variance optimisation techniques and Black-Litterman allocation, as well as more recent developments in the field like shrinkage and Hierarchical Risk Parity, along with some novel experimental features like exponentially-weighted covariance matrices