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Added Statistical-Learning-based-Portfolio-Optimization

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wilsonfreitas
2024-01-26 05:54:32 -03:00
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@@ -521,3 +521,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [MesoSim Options Trading Strategy Library](https://github.com/deltaray-io/strategy-library) - Free and public Options Trading strategy library for MesoSim.
- [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher
- [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
- [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).