Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Quantitative research and educational materials

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

This initial strategy was developed specifically for larger pools and is based on taking a moving average and deriving Bollinger Bands to create a projected active liquidity range.