René's URL Explorer Experiment


Title: allocation — online portfolio construction

Description: Online (streaming) portfolio estimators: scikit-learn / skfolio-compatible, over a keyed dynamic universe. Two novel methods (Thurstone, Schur) plus the standard toolkit, all kept smooth.

direct link

Domain: allocation.microprediction.org

Links:

allocationhttps://allocation.microprediction.org/index.html
Methodshttps://allocation.microprediction.org/index.html#methods
Estimatorshttps://allocation.microprediction.org/index.html#estimators
Papershttps://allocation.microprediction.org/papers/index.html
Demoshttps://allocation.microprediction.org/demos/index.html
Maphttps://allocation.microprediction.org/maps/tail-black-litterman.html
Skillhttps://github.com/microprediction/allocation/blob/main/SKILL.md
GitHubhttps://github.com/microprediction/allocation
skfoliohttps://skfolio.org
the taxonomyhttps://schur.microprediction.org/taxonomy.html
all roads lead to minimum variancehttps://schur.microprediction.org/all-roads.html
schur.microprediction.orghttps://schur.microprediction.org
precisehttps://github.com/microprediction/precise
riverhttps://github.com/online-ml/river
GitHubhttps://github.com/microprediction/allocation
thurstonehttps://github.com/microprediction/thurstone
schurhttps://schur.microprediction.org
skfoliohttps://skfolio.org
precisehttps://github.com/microprediction/precise

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