{"repo":"fortitudo-tech/pcrm-book","free":true,"listed":false,"github":"https://github.com/fortitudo-tech/pcrm-book","clone":"git clone https://github.com/fortitudo-tech/pcrm-book.git","description":"Portfolio Construction and Risk Management book's Python code.","language":"Jupyter Notebook","stars":203,"topics":["asset-allocation","asset-management","conditional-value-at-risk","cvar","cvar-optimization","entropy-pooling","investment","portfolio-construction","portfolio-optimization","quantitative-finance"],"license":"GPL-3.0","category":"trading","readme_excerpt":"Portfolio Construction and Risk Management book's Python code This repository contains the accompanying code to Portfolio Construction and Risk Management book © 2024-2026 by Anton Vorobets. You can find the latest PDF version of the book in this Substack post. For a quick video introduction to what you can expect from this book and some fundamental perspectives, watch this video. Subscribe to the Quantamental Investing Substack publication to stay updated on all news related to the book. You can still support the project through buy me a coffee or Substack. Applied Quantitative Investment Management course You can access a course that carefully goes through the book and its accompanying code from this repository. Read more about the course and how you get access here. Running the code It is recommended to install the book's code dependencies in a conda environment. After cloning the repository to your local machine, you can install the dependencies using the following command in your terminal: conda env create -f environment.yml You can then activate the conda environment and start a JupyterLab instance using the following commands: conda activate pcrm-book jupyter lab If you are completely new to conda environments and Jupyter notebooks, you can find a lot of information online. You can also run the code without any local installations using Binder. Note however that Binder servers are not always available and might have insufficient resources to run all the examples. Feedb","default_branch":null,"files":null,"tree":[],"storefront":"/r/fortitudo-tech","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/fortitudo-tech/pcrm-book/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}