Advanced Portfolio Optimization: a Cutting-edge Quantitative Approach

Portfolio Optimization Book with Python

Practical Econometrics with Python

Libro de econometría con python

Professional Services

Process automation, Financial modelling, Inhouse trainings among other services.

Portfolio Optimization with Python Course

Curso de python para finanzas cuantitativas

A New Linear Programming Formulation of the Graph Isomorphism Problem

A Graph Theory Approach to Portfolio Optimization

A New Semidefinite Programming Formulation of the Symmetric Traveling Salesman Problem based on the QAP and GIP

A Graph Theory Approach to Portfolio Optimization

A Graph Theory Approach to Portfolio Optimization

A Graph Theory Approach to Portfolio Optimization

Brownian Distance Variance Portfolio Optimization

Brownian Distance Variance Portfolio Optimization

Negative Quadratic Skewness Portfolio Optimization

Relativistic Value at Risk Portfolio Optimization.

Backtesting VaR, CVaR, EVaR and RLVaR with Python

Backtesting VaR, CVaR, EVaR, GARCH y EWMA.

Relativistic Value at Risk Portfolio Optimization

Relativistic Value at Risk Portfolio Optimization.

Approximate Kurtosis Portfolio Optimization

Approximate Kurtosis Portfolio Optimization

Kurtosis Portfolio Optimization

Kurtosis Portfolio Optimization

Hierarchical Risk Parity (HRP) and Hierarchical Equal Risk Contribution (HERC) with Python

Hierarchical Risk Parity y Hierarchical Equal Risk Contribution

Entropic Value at Risk Portfolio Optimization with Python and Riskfolio-Lib

Entropic Value at Risk Portfolio Optimization.

Backtesting VaR, CVaR, EVaR, GARCH and EWMA with Python

Backtesting VaR, CVaR, EVaR, GARCH y EWMA.

Portfolio Optimization with Python and Near Optimal Centering (NOC)

Example of Portfolio Optimization with Near Optimal Centering.

European Option Pricing with Finite Difference Method and Python

European option valuation with finite difference method.

Multiple Travelling Salesman Problem with Python

Example of how to solve the Multiple Travelling Salesman Problem (mTSP) with Python and cvxpy.

Multi Asset Algorithmic Trading Backtesting with Riskfolio-Lib and Backtrader

Multi asset algorithmic trading backtesting using Riskfolio-Lib and Backtrader