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 ...

Selenium is a powerful library available for both Python and R (the R version is called RSelenium) which can automate tasks such as form filling, job applications, CRM system administration and many other tasks. That being said Selenium can be used as well to do a lot of harm such ...

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 ...

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, ...