├── .gitignore ├── LICENSE ├── Makefile ├── On-line portfolios.ipynb ├── README.md ├── default.mk ├── examples └── Beating the market with the simple possible predictive metric.ipynb ├── modern-portfolio-theory.ipynb ├── poetry.toml ├── pyproject.toml ├── requirements.txt ├── tests ├── conftest.py ├── test_algos.py └── test_result.py ├── universal ├── __init__.py ├── algo.py ├── algos │ ├── __init__.py │ ├── _up_deprecated.py │ ├── anticor.py │ ├── bah.py │ ├── bcrp.py │ ├── best_markowitz.py │ ├── best_so_far.py │ ├── bnn.py │ ├── corn.py │ ├── crp.py │ ├── cwmr.py │ ├── dynamic_crp.py │ ├── eg.py │ ├── estimators.py │ ├── kelly.py │ ├── mpt.py │ ├── olmar.py │ ├── ons.py │ ├── pamr.py │ ├── rmr.py │ ├── rprt.py │ ├── single_index_covariance_estimator.py │ ├── tco.py │ ├── ternary │ │ ├── __init__.py │ │ └── plotting.py │ ├── up.py │ └── wmamr.py ├── asset_filters.py ├── data │ ├── djia.csv │ ├── jpm_assumptions │ │ ├── jpm-matrix-eur-2021.xlsx │ │ ├── jpm-matrix-usd-2018.xlsx │ │ ├── jpm-matrix-usd-2019.xlsx │ │ ├── jpm-matrix-usd-2020.xlsx │ │ └── jpm-matrix-usd-2021.xlsx │ ├── msci.csv │ ├── nyse_n.csv │ ├── nyse_o.csv │ ├── sp500.csv │ └── tse.csv ├── result.py └── tools.py └── uv.lock /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Marigold/universal-portfolios/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Marigold/universal-portfolios/HEAD/LICENSE -------------------------------------------------------------------------------- /Makefile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Marigold/universal-portfolios/HEAD/Makefile -------------------------------------------------------------------------------- /On-line portfolios.ipynb: 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