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陳柏勳
Black-Litterman 理財機器人
Black-Litterman 理財機器人
Black-Litterman 理財機器人
By
陳柏勳
Data Engineer @ Cathay United Bank
・
Taipei City, Taiwan
Connect
以2015往前推十年的資料,藉由技術指標產生view,其輸入Black-Litterman模型後得到的資產配置,在未來五年比單純按比例投資世界投資組合高出2%的年化報酬率。
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陳柏勳
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公開されました: 4月 9日 2021
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blacklitterman
Roboadvisor
python
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陳柏勳
の詳細
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