The question
Turning forecast output into risk-aware allocation.
A good forecast is not yet a decision. Between the two sits the question of how much exposure a forecast justifies once its uncertainty and the correlation between assets are taken into account.
Approach
How it works
Forecasts in, weights out. Per-asset forecast series are loaded directly as the input to the allocation problem.
Sharpe-ratio optimization. Weights are chosen to maximise the risk-adjusted return implied by the forecasts, keeping allocation disciplined rather than conviction-driven.
Stack & sources
Under the hood
Pythonmean–variance optimization