Roman ShemetinTowards Data ScienceBeating the ETF: Portfolio Optimisation using Python (…and some linear algebra)This story covers: 1) What is a Markowitz mean/variance-optimised portfolio 2) How to compute one using Python (GitHub source code…·7 min read·Jun 13, 2020--5--5
Roman ShemetinTowards Data ScienceManually computing coefficients for an OLS regression using PythonThis is a simple walkthrough (with code samples) on how to calculate the coefficients of an OLS regression without using any statistical…·5 min read·Jun 8, 2020----