Posts Tagged ‘portfolios’

  • 2015: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec

Portfolio Optimization: What is the best way to calculate trading system weights?

When you have more than one trading system to use you instantly face a problem related with the specific weights you should assign to your strategies. Your end goal is to maximize the risk adjusted return of your systems under live trading conditions but you only have information from back-testing results. Is there an ideal […]

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