Tools & Resources

Open Source


Based on Dr. Marcos Lopez de Prado's paper A Robust Estimator of the Efficient Frontier, the Monte Carlo Optimization Simulation (MCOS) allows researchers to quickly evaluate and compare the efficacies of different portfolio optimization strategies.

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White Paper

Building AI Investment Algorithms

Asset managers who build machine learning models for the first time are often surprised by the challenges they come to face. In this white paper, we discuss some of those challenges and their solutions.

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