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antonvorobets authored Jun 18, 2024
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Expand Up @@ -10,10 +10,10 @@ implementation from the [fortitudo.tech Python package](https://github.com/forti
with a more permissive BSD 3-Clause license.

This package contains only one function called ep and has minimal dependencies
with just scipy. See [this example](https://github.com/fortitudo-tech/entropy-pooling/blob/main/example/EntropyPooling.ipynb)
with just scipy. See [the examples](https://github.com/fortitudo-tech/entropy-pooling/tree/main/examples)
for how you can import and use the ep function.

You can explore the example without local installations using
You can explore the examples without local installations using
[Binder](https://mybinder.org/v2/gh/fortitudo-tech/entropy-pooling/HEAD?labpath=examples).

Installation instructions
Expand Down Expand Up @@ -51,17 +51,16 @@ a causal Bayesian nets overlay on top of Entropy Pooling, see
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.
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 recommended
to watch these two videos to 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.
get a pedagogical and deep presentation of all the possibilities Entropy Pooling
offers, see the [Portfolio Construction and Risk Management Book](https://igg.me/at/pcrm-book).

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