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Portfolio Optimization
Modern portfolio theory provides a framework to address asset allocation problem and construct portfolios. The idea was first put forward by Harry Markowitz in 1952 and since then has been enhanced both in theory and practice and found its application in financial industry.
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A Helper for zipline data bundles
Data bundles in zipline feed trading strategies with price data during backtesting. Zipline comes with some data bundles including the one that downloads price data from quandl’s wiki dataset. However, it is often necessary to employ custom data bundles, for example to fetch price of assets not provided by the existing data bundles.
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