Portfolio Construction & Risk
From Markowitz to production HRP + CVaR: how to allocate across crypto assets, model tail dependence with copulas, and size positions without blowing up.
Kripto uchun Markowitz portfel nazariyasi: noldan qahramongacha
Python yordamida optimal kripto portfellar qurish - chunki YOLO strategiya emas. Amaliy Python kod misollari bilan Nobel mukofoti sohibi bo'lgan portfel nazariyasini kripto investitsiyalarga qanday qo'llashni o'rganing.
12 Portfolio Optimization Algorithms, Compared: HRP, Black-Litterman, NCO and Beyond
One basket of crypto, twelve allocation algorithms, one honest comparison. We open-sourced a Rust portfolio optimizer that runs HRP, HERC, MVO, Black-Litterman, NCO, Entropy Pooling and more behind a single interface - here is how each one thinks and why no single winner exists.
Inside Our House Algorithm: HRP + Long/Short + CVaR with Hull-White
A deep dive into Pipeline - the composite allocation algorithm we built on top of HRP. Hierarchical Risk Parity as the base, a long/short overlay driven by agent signals and confidence, and a final risk correction via CVaR with a Hull-White volatility adjustment. The full math from our spec, plus the actual Rust implementation.
Kripto portfellarida birgalikdagi xavfni modellashtirish uchun kopula modellari
Chiziqli korrelyatsiyadan tashqarida - kriptovalyuta portfellarida aniq VaR va CVaR bahosi uchun dum bog'liqligi va birgalikdagi xavfni aniqlash uchun kopula modellaridan foydalanish.
Strategiyalar uchun Kelli mezoni: pozitsiya hajmini qanday belgilash va kapitalni taqsimlash kerak
Ijobiy kutilayotgan qiymatga ega strategiya ham, agar bet hajmi noto'g'ri tanlansa, hisobingizni yo'q qilishi mumkin. Biz Kelli mezonini formula chiqarilishidan strategiyalar portfeliga qadar ko'rib chiqamiz: nega to'liq Kelli xavfli, qismli Kelli yarim o'zgaruvchanlikda o'sishning 75% ni qanday beradi, va Kelli ulushi daromad va xavfni qanday o'zgartirishini ko'rsatadigan interaktiv kalkulyator.
Portfolio Balancer: Ierarxik Investitsiyalarni Boshqarish Tizimi
Murakkab investitsiya jarayonlarini soddalashtirish uchun aktivlarni fayl tizimiga o'xshash ierarxik tuzilmaga tashkil etuvchi Portfolio Balancer investitsiyalarni boshqarish tizimiga umumiy nazar.
ETF portfelini avtomatik qayta balanslash: Tinkoff Invest uchun botni qanday yaratdik
Tinkoff Invest'da ETF portfelini avtomatik qayta balanslash uchun ochiq kodli TypeScript/Bun bot. Toʻrtta balanslash rejimi, marja savdosi, koʻp hisobli qoʻllab-quvvatlash. Manba kodi bilan.
