Posts by Tag

portfolio optimization

The Portfolio Optimization Machine

less than 1 minute read

In 2018, guys at ReSolve Asset Management published the paper Portfolio Optimization: A General Framework for Portfolio Choice in which they describe

Back to Top ↑

correlation matrix

Back to Top ↑

google-sheets

Integration in Google Sheets

less than 1 minute read

In this post, I will show you how to integrate the Portfolio Optimizer Web API in Google Sheets.

Back to Top ↑

covariance matrix

Back to Top ↑

hierarchical clustering

Back to Top ↑

systemic risk

Back to Top ↑

principal component analysis

Back to Top ↑

tactical asset allocation

Back to Top ↑

mean-variance

Back to Top ↑

adjusted prices

Adjusted Prices Without Look-Ahead Bias

3 minute read

When backtesting an investment strategy, that is, when simulating an investment strategy using historical prices to test how this strategy would have behaved...

Back to Top ↑

sharpe ratio

Back to Top ↑

probabilistic sharpe ratio

Back to Top ↑

web page

Integration in a Web Page

1 minute read

In this post, I will show how to integrate the Portfolio Optimizer Web API in a web page.

Back to Top ↑

investable portfolio

Back to Top ↑

excel

Integration in Excel

1 minute read

In this post, I will show you how to integrate the Portfolio Optimizer Web API in Excel.

Back to Top ↑

random portfolio

Back to Top ↑

crypto-assets

Back to Top ↑

factor analysis

Back to Top ↑

turbulence index

Back to Top ↑

absorption ratio

Back to Top ↑

stock market data web api

Back to Top ↑

bootstrap

Back to Top ↑

monte carlo

Back to Top ↑