Cornell

I did a back-test on 6 simple index etfs over different assets to form a retiring plan in a Cornell competition. Generally,I used markowitz and risk-parity. And also I wrote a monte-carlo to test how robust of my strategy.

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
__pycache__		__pycache__
data		data
monte_data		monte_data
monte_res		monte_res
res		res
README.md		README.md
RP_CODE_REGION_10(1).py		RP_CODE_REGION_10(1).py
employee_example.py		employee_example.py
markowitz_allocation.py		markowitz_allocation.py
markowitz_plus.py		markowitz_plus.py
mk_allocation.py		mk_allocation.py
mk_drawdown.py		mk_drawdown.py
monte_carlo.py		monte_carlo.py
monte_data.py		monte_data.py
ranking_luoli.py		ranking_luoli.py
risk_parity_allocation.py		risk_parity_allocation.py
stats_port.py		stats_port.py
stress_test.py		stress_test.py
test.py		test.py
test_quatopian.py		test_quatopian.py
utils.py		utils.py
utils.pyc		utils.pyc

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Cornell

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