This repository contains materials used to present Convex Optimization for Finance a talk given by Scott Sanderson at QuantCon 2018 and later given as a webinar for Quantopian.
You try the notebooks used in the presentation on binder by clicking the button above.
You can also run the repository locally on OSX or Linux by cloning and running
./run.sh. run.sh will create a
virtualenv in
./venv, install the packages listed in requirements.txt, and start a
Jupyter Notebook server running in the virtualenv.