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robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
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Question on OptionImpliedPDF.ipynb #356

Closed NCortax88 closed 3 years ago

NCortax88 commented 3 years ago

Hi Robert,

I am reaching out as I have a question related to the code in the OptionImpliedPDF Jupiter note: I don t get why the cumsum of the created PDF functions sums to something closer to 10.

Could you elaborate on that please? Most probably I'm missing the point.

Many thanks

NC

robertmartin8 commented 3 years ago

Closing as this is unrelated to PyPortfolioOpt. If you've got a question about my other writing, feel free to drop me an email.