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README.md
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4) COMPARING LAZY PORTFOLIOS
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5) Comparing ONLINE PORTFOLIO SELECTION algorithms on a diversified set of ETFs
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6) BUYING AND HOLDING SPY
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- 7) Implementing CAPM, setting up an efficient frontier model, setting up basic bond prcing etc etc
+ 7) Implementing CAPM, setting up an efficient frontier model, setting up basic bond pricing etc etc
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# SWENSEN:
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This algorithm defines a long-only portfolio of 6 ETF's and rebalances all of
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