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2. A collection of *online* (incremental) [covariance forecasting](https://github.com/microprediction/precise/blob/main/LISTING_OF_COV_SKATERS.md) and [portfolio construction](https://github.com/microprediction/precise/blob/main/LISTING_OF_MANAGERS.md) functions. See [docs](https://microprediction.github.io/precise/).
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3. I originally developed "Schur Complementary" portfolio construction in this repo, although subsequently worked with Hugo Delatte to put it in [SkFolio](https://skfolio.org/) and I recommend that implementation instead. Schur is a relatively new approach that leans on connection between top-down (hierarchical) and bottom-up (optimization) portfolio construction revealed by block matrix inversion. See my posts on the [methodology](https://www.linkedin.com/posts/petercotton_schur-complementary-portfolios-a-unification-activity-7000535020381552640-ZWej?utm_source=share&utm_medium=member_desktop) and its role in the [hijacking of the M6 contest](https://www.linkedin.com/posts/alexander-fleiss-70b49410_does-option-volume-predict-stock-direction-activity-7021134433344749569-bxx4?utm_source=share&utm_medium=member_desktop).
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3. I originally developed "Schur Complementary" portfolio construction in this repo, although subsequently worked with Hugo Delatte to put it in [SkFolio](https://skfolio.org/) and I recommend that implementation instead. Hugo has a nice [tutorial](https://skfolio.org/auto_examples/clustering/plot_6_schur.html) also. Schur is a relatively new approach that leans on connection between top-down (hierarchical) and bottom-up (optimization) portfolio construction revealed by block matrix inversion. See my posts on the [methodology](https://www.linkedin.com/posts/petercotton_schur-complementary-portfolios-a-unification-activity-7000535020381552640-ZWej?utm_source=share&utm_medium=member_desktop) and its role in the [hijacking of the M6 contest](https://www.linkedin.com/posts/alexander-fleiss-70b49410_does-option-volume-predict-stock-direction-activity-7021134433344749569-bxx4?utm_source=share&utm_medium=member_desktop).
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One observes that tools for portfolio construction might also be useful in [optimizing a portfolio of models](https://medium.com/geekculture/optimizing-a-portfolio-of-models-f1ed432d728b).

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