A bayesian approach to portfolio optimization

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License: MIT License (MIT)

Author: Souratosh Khan

Requires: Python >=3.9

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BlPortfolioConstruction is a library which attempts to automate portfolio optimization by adopting a bayesian approach (Black-Litterman model) in conjunction with Factor Analysis and classical mean-variance/max sharpe optimization methods.

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License: MIT License (MIT)

Author: Souratosh Khan

Requires: Python >=3.9

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0.0.0

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