New York, NY
United States
http://www.arpm.co
ARPM - Advanced Risk and Portfolio Management
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Trading signals, tactical allocation, Black-Litterman, equilibrium prior, shrinkage, risk management, Entropy Pooling, factor models, inequality views, portfolios from sorts, ranking, Kullback-Leibler
Minimum Relative Entropy, Kullback-Leibler, Hamiltonian Monte Carlo, Flexible Probabilities, Exponential-Family Distributions