Meeting on 5/10/17 (updated with location: Paris Baguette in Palo Alto)

Our next meeting is scheduled for 5/10/17 at 6:30pm at Paris Baguette on 383 University Avenue, Palo Alto (see here for directions).

We will discuss the Black Litterman model and possible ways to build a small test implementation. See here for article and feel free to add your questions in the comments section below. I have also added more helpful links and demo in the comments section of the original post, which I am copying here:

Step By Step Guide to Implementing Black Litterman: https://corporate.morningstar.com/ib/documents/MethodologyDocuments/IBBAssociates/BlackLitterman.pdf

Black Litterman.org, site focusing on the technique:
http://www.blacklitterman.org/

Demo:
https://www.portfoliovisualizer.com/black-litterman-model

Please let me know if you have any questions and see you soon!

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