Guided by instructor Lorenzo Garlappi and teaching assistants Martin Rinaldi and Tina Tian, this project is designed to enhance your understanding of Tactical Asset Allocation (TAA). We'll cover the theory, work through numerical exercises, and replicate key findings from seminal papers, all through Python. Feel free to explore two options:
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Jupyter Book: This is a read-only version of the lecture. You can still copy both the code and the outputs into your local machine. The shortcoming is that you will need to install the dependencies listed in requirements.txt and import the config.py file to setup the environment. Link to the book:
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Binder: This is your interactive book. If you run the cells in order, you will be able to experiment with any changes you may like from your browser with no need of setting up the environment locally.
Link to Binder:
