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Portfolio Optimisation Project

Daniel Krizian at 2016-08-28 12:23:27

Interested in predicting financial markets?
In this collaborative project, you will implement the framework for refining and combining forecasts from Grinold, Kahn (2000): Active Portfolio Management.

Preferred language is R, but feel free to use your most productive programming language.

If interested, please get in touch by writing to daniel@stockopedia.com

Daniel Krizian