GitHub - adradr/Portfolio-Construction-EDHEC: Portfolio construction in Python

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
.ipynb_checkpoints		.ipynb_checkpoints
__pycache__		__pycache__
data		data
.gitattributes		.gitattributes
BTC Data.ipynb		BTC Data.ipynb
Coinmarketcap_BTC.ipynb		Coinmarketcap_BTC.ipynb
Week 1 - Building modules.ipynb		Week 1 - Building modules.ipynb
Week 1 - Deviations from normality.ipynb		Week 1 - Deviations from normality.ipynb
Week 1 - Lab session - Drawdown.ipynb		Week 1 - Lab session - Drawdown.ipynb
Week 1 - Lab session - Risk.ipynb		Week 1 - Lab session - Risk.ipynb
Week 1 - Lab session.ipynb		Week 1 - Lab session.ipynb
Week 1 - Quiz.ipynb		Week 1 - Quiz.ipynb
Week 1 - Semi Deviation, VAR andCVAR.ipynb		Week 1 - Semi Deviation, VAR andCVAR.ipynb
Week 2 - Efficient Frontier.ipynb		Week 2 - Efficient Frontier.ipynb
Week 2 - Finding the Max Sharpe Ratio Portfolio.ipynb		Week 2 - Finding the Max Sharpe Ratio Portfolio.ipynb
Week 2 - Lack of Roboustness of the Markowitz Procedure, and the GVM.ipynb		Week 2 - Lack of Roboustness of the Markowitz Procedure, and the GVM.ipynb
Week 2 - Quadprog to draw Efficient Frontier .ipynb		Week 2 - Quadprog to draw Efficient Frontier .ipynb
Week 2 - Quiz.ipynb		Week 2 - Quiz.ipynb
edhec_risk_kit.py		edhec_risk_kit.py
hello.py		hello.py
hello.py.ipynb		hello.py.ipynb
python_data.zip		python_data.zip