An overview of my quantitative analysis pipeline: data ingestion, benchmarking with QuantStats, and executing Mean-Variance, Semivariance, and Hierarchical Risk Parity (HRP) optimizations.

Practical engineering challenges of building a portfolio optimiser: importing data from multiple brokerages, retrieving clean price feeds, and navigating deprecated quantitative libraries.

Our new series of articles on financial analysis and portfolio optimisation using Python.