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Author SHA1 Message Date
AlexCatarino 92238a02fc Implements MeanVarianceOptimizationAlgorithm 
This framework algorithm alpha model is  HistoricalReturnsAlphaModel and the  portfolio construction model is MeanVarianceOptimizationPortfolioConstructionModel.
This examples implements an algorithm that rebalances the portfolio according to modern portfolio theory.
 2018-04-06 00:28:05 +01:00