@hernanalzate1582
Great video, thank you so much. I wonder why you say the risk-free rate does not play any role, and as a result, you just take into account the Portf Return / Std. Dev of the Portf in order to compute the Sharpe ratio.
@hl3641
Interesting…! Good job !
@nicolerinai
Hey, where can one learn how to utilise and execute portfolio optimisation softwares similar to these ? Thank you !
@mikiallen7733
thanks sir , but did you get materially different results when you run this battle of methods but with an additional constraint of short positions ? my interest lies in the max dd numbers your input is highly appreciated
@1234zztechman
Hi, which method is suitable for Natural Gas and Power utility companies?, especially on asset, hedging trades, etc.. Please let me know
@gbh9152
Thanks for the great content! Let's say if I created my own benchmark instead of using 'SPY', How can I implement it inside the files? (bt_test.py and test_classic_model.ipynb) 😅
@srivatsan804
Why is the Sharpe Ratio so low for all the model's results? Does anybody has answers to this please? And how can we improve it with the given code if anyone has found out?
@dVidian1
hi. do you do consulting? I need someone to implement portfolio optimization and backtasting in python for my own private portfolio
@i_bench_225
It's a bit of a bummer, not gonna lie. We've been taught about how good modern portfolio theory was but this test shows it might not be that far from random. I'm new to machine learning, but my approach would be to decompose the price's trend from seasonality, use an autoencoder to get the important patterns and use that for the covariance matrix. Would it work? No idea, i might try it tho.
@adarshmotwani7064
Hey - I think the pre train code has an issue. Can't get past "Train Networ". For this line: path = "./saved_data" new_dataset = tf.data.experimental.load(path,element_spec=(tf.TensorSpec(shape=(None, None), dtype=tf.float32, name=None), tf.TensorSpec(shape=(None,), dtype=tf.float32, name=None))) I get an error: NotFoundError: Could not find metadata file. [Op:LoadDataset] Could you please help?
@crypticspixels
Will you share the csv files that you use in your codes?
@malikarysbekova5310
are there similar packages and functions in R?
@Shidee1t
I need code for portfolio optimisation using Omega ratio
@tarasst6887
Сразу слышно, что наш человек
@avinashmishra6783