I like to MVO it!

July 31, 2020 | 0 Comments

In our last post, we ran through a bunch of weighting scenarios using our returns simulation. This resulted in three million portfolios comprised in part, or total, of four assets: stocks, bonds, gold, and real estate. These simulations relaxed the allocation constraints to allow us to exclude assets, yielding a ...
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Weighting on a friend

July 24, 2020 | 0 Comments

Our last few posts on portfolio construction have simulated various weighting schemes to create a range of possible portfolios. We’ve then chosen portfolios whose average weights yield the type of risk and return we’d like to achieve. However, we’ve noted there is more to portfolio construction than ...
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Best Tech & Programming Talks Ever

July 21, 2020 | 0 Comments

Every now and then, Twitter will offer these golden resources. Ashley Willis recently asked people to name the best tech talk they’ve ever seen and the results are a resource I don’t want to lose. Hundreds of people responded, sharing their contenders for the title. Below, I selected ... [...Read more...]

RvsPython #2: Pivoting Data From Long to Wide Form

July 20, 2020 | 0 Comments

Note: This is an older post originally written as a LinkedIn article I wrote in late May. I have added information about shaping data thanks to Casper Crause using the data.table library. You can see our original correspondence in the comments there (for now) If you dabble in data, ...
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