Discover xixi0222/Black-Litterman-Model Open Source project

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Python
Created almost 5 years ago
Updated almost 5 years ago

xixi0222

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Implement Black-Litterman Model using Python. BL model uses a Bayesian approach to combine the subjective views of an investor for expected returns with the market equilibrium returns of assets. Implement back-test by 10 stocks listed in the US stock market.

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