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<p>
The Black Litterman Portfolio Construction Model takes Insights from multiple alphas and combines them into a single portfolio. These multiple Alpha Model sources can be seen as the "investor views" required of the classical model.</p>
<p><span class="csharp">You can view the C# <i>implementation</i> of this model in <a href="https://github.com/QuantConnect/Lean/blob/master/Algorithm.Framework/Portfolio/BlackLittermanOptimizationPortfolioConstructionModel.cs" target="_BLANK">GitHub</a>.</span><span class="python">You can view the Python <i>implementation</i> of this model in <a href="https://github.com/QuantConnect/Lean/blob/master/Algorithm.Framework/Portfolio/BlackLittermanPortfolioConstructionModel.py" target="_BLANK">GitHub</a>.</span>
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