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antonvorobets merged 2 commits into from
Apr 25, 2024
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v1.0.4 #7

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134d45a
README update
ft-adm Apr 25, 2024
4d70eed
poetry update
ft-adm Apr 25, 2024
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12 changes: 11 additions & 1 deletion README.md
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Expand Up @@ -54,4 +54,14 @@ Video walkthroughs
Video walkthroughs of the two notebook examples are available here https://youtu.be/hDt103zEML8
and here https://youtu.be/DK1Pv5tuLgo. The videos give additional insights into
Entropy Pooling theory and its sequential refinements. It is highly encouraged
to watch these two quickly increase your understanding.
to watch these two quickly increase your understanding.

Portfolio Construction and Risk Management Book
-----------------------------------------------

Entropy Pooling is a core part of the next generation investment framework that
also utilizes fully general Monte Carlo distributions and CVaR analysis, see
[this YouTube video](https://youtu.be/4ESigySdGf8?si) for an introduction. To
get a careful and pedagogical presentation of all the possibilities Entropy Pooling
offers, see the [Portfolio Construction and Risk Management Book](https://igg.me/at/pcrm-book)
crowdfunding campaign.
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