Portfolio optimiser v2
Markowitz MV, Risk Parity (± views), Black-Litterman and Max-Sharpe — all computed client-driven against a diagonal-cov toy model for now.
Holdings
| symbol | E[r] | σ | mkt w | |
|---|---|---|---|---|
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Markowitz MV, Risk Parity (± views), Black-Litterman and Max-Sharpe — all computed client-driven against a diagonal-cov toy model for now.
| symbol | E[r] | σ | mkt w | |
|---|---|---|---|---|