6+ years’ experience in quantitative investment research [portfolio optimization, multi factor and asset allocation] across all asset categories; Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies; Must have strong computer skills (Java or C++, Python, Numpy and Pandas). As the number of observations grows, the posterior distribution improves, and the algorithm becomes more certain of which regions in parameter space are worth exploring and which are not, as seen in the picture below. Bayesian hyperparameter optimization Bayesian Optimization bayesian Explore Similar Packages. Not sure if this is the best sub … Bayesian Portfolio Optimization The Benefits of Applying Bayesian Optimization to Quantitative Trading. Mean-Variance is the basic methodology of modern portfolio theory, developed by Henry Markowitz in 1952. BayesO (pronounced “bayes-o”) is a simple, but essential Bayesian optimization package, written in Python. This method applies monte carlo (i.e. Click the photos to enlarge. Black-Litterman Portfolio Allocation Model in Python
