asset allocation - arcturus9/useful-link GitHub Wiki

< Great >
https://github.com/JennyCCDD/Strategic_Asset_Allocation_
ffn이용해서 기본적인 모델들이 잘 정리 되어있음 (BL, risk parity, risk plan, max_sharpe, minMDD, maxR2CVaR 등)
https://medium.com/@mariano.scandizzo/strategic-asset-allocation-with-python-c9afef392e90
내용 정리 잘 되어있음

< SoSo >
https://github.com/LongOnly/Quantitative-Notebooks
https://github.com/Hexal7785/Python_QuantFinance_Research
https://github.com/Hexal7785/Python_QuantFinance_Research/blob/master/MPT_portfolio_optimisation_input_target_return_targetvariance.py
mean-variance portfolio 코드 약간 있음