equally-weighted

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• bottama / trading-strategy-backtest

  Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

  tradingtrading-strategiestrading-algorithmsmodern-portfolio-theorymarkowitzrisk-parityequally-weightedminimum-varianceportfolioasset-managementasset-allocationbacktesting-trading-strategiesbacktestingetf
  Language:Python 17