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:

Black, site focusing on the technique:


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


Leave a Reply

Please log in using one of these methods to post your comment: Logo

You are commenting using your account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s