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Garros Gong

Username    garrosgong
Date joined   Joined

3 projects

taxrebalance

Last released

Tax-aware portfolio rebalancing with Canadian ACB and U.S. tax-lot models

portfolio-risk-lab

Last released

Portfolio rebalancing and uncertainty-aware risk budgeting for decision support

option-risk-explain

Last released

Option Risk Explain: equity-option P&L attribution and exception review
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