From: https://towardsdatascience.com/deep-portfolio-optimization-an-experiment-with-cryptocurrencies-106bf22a634 Feeling bullish. Image source Ifyou’ve ever taken an intro finance or investment theory class, then you’ve probably come across the idea of Modern Portfolio Theory or MPT. The Nobel Prize winning idea is that we have a collection of assets which have different returns, risks and correlations with each other, and we find an optimal weighing … Continue reading Deep Portfolio Optimization — An Experiment with Cryptocurrencies →