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... Quants Tutorial 6 - Portfolio Theory" When testing the code in video tutorial "Eikon Data API - Python Quants Tutorial 6 - Portfolio Theory", I found it's hard to have minimized volatility by the sample code demonstrated in the video. The average weight as initial guess will always be the optimization result. If a…
Hi all, I need to optimize the performance of my contribution tool (C#). Should I rather use 1 instance of AdxRtContribute for all the items and switch constantly from one Source/Item to another OR create 1 instance per item with a fixed Source/Item? Thanks, Pierre
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