# Portfolio optimisation for quantamental processes
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## What exists already
1. MVO
1. Black-Litterman
1. Probabilistic Scenario Optimization
1. Nested Clustered Optimization
1. Copula Opinion and Entropy Pooling
1. Subset Resampling
1. Evolutionary Multi-Objective Optimization
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## Method to evaluate methods
MCOS - Monte Carlo Optimization selection
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- [ ] reading machine learning for asset managers then coming back
- [ ] look at cfa paper on artificial intelligence
- [ ] understand eigen vectors...
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