1 – M4 L4 01 Intro V1

You have come so far. Just think of all the amazing things we’ve told you in the past few lessons, I bet your head is spinning in a good way. We’ve been talking about factors, how to think about them, how to find them, how to code them up, how to make them robust, and how to evaluate them. We’ve told you about risk factors and about the fun ones, alpha factors. But in this lesson, the rubber really hits the road. Now we want to find the optimal weights for our portfolio. So, we’re going to plug our Alpha and risk factors into the formalism we discussed earlier in the course for portfolio optimization. This lesson is going to be critical for finishing the project. I can’t wait to tell you about it, so, let’s get started.

%d 블로거가 이것을 좋아합니다: