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he covariance matrix $\Sigma$ in financial markets fluctuates wildly over time
The inspiration stemmed from observing a stark "financial divide": high-net-worth individuals have access to professional private bankers, while retail investors are often drowned in fragmented information and complex data. I wondered: Could we leverage the reasoning power of LLMs and the rigor of Modern Portfolio Theory (MPT) to create a pocket-sized "Digital Wealth Manager" for everyone?
Built With
- fastapi
- kubernetes
- pandas
- pinecone
- postgresql
- python
- timescaledb
- typescript
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