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Other Tools

Beyond Portfolo Optimization akutan also includes other tools.

An implementation of techniques for de-smoothing returns from the FAJ paper by Peterson and Grier, and also an implementation of the Stambaugh method of constructing a covariance matrix from the same article.

A Return Based Style Analyzer which includes diBartolomeo's confidence intervals and leverages the portfolio optimization code.

 

 

 

What is akutan?

General Optimization

Portfolio Optimization

Other Tools

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