My name is Erik Norlander and I offer expert consulting services in AI and Data Science through the company encodit AB.
Below you will find some blog posts on subjects I find interesting.
Portfolio Optimization with JAX
In this post I’m going to give an introduction to practical portfolio optimization. The scope for this post is focused around weighting a portfolio according to some metric. There are many strategies an investor can choose to take for this problem. The S&P 500 and other index funds are typically weighted according to company size or revenue. The approach we will take in this post is to try and weigh the assets optimally....