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Reproduzir estudo do Ray Dalio de diversificação #6

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brenorb opened this issue Aug 28, 2019 · 0 comments
Open

Reproduzir estudo do Ray Dalio de diversificação #6

brenorb opened this issue Aug 28, 2019 · 0 comments

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@brenorb
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brenorb commented Aug 28, 2019 •
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Reproduzir estudo onde Ray Dalio testa o benefício obtido com a diversificação entre ativos com níveis diferentes de correlação para descobrir o número ideal de ativos descorrelacionados.

Estudo do Ray Dalio:
https://youtu.be/Nu4lHaSh7D4

Notebook já implementado:
https://lambdaclass.com/finance_playground/diversification-dalio-holy-grail.html
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