Towards A More Profitable S&P500 With Portfolio Optimization
Just published my first blog post on Medium! This new blog post discusses how you can optimize the S&P500 and create portfolios that are more performant compared to the classic S&P500 weighted by market capitalization. As an introduction to portfolio optimization you’ll learn about the equal weighted S&P500, minimum variance portfolio, eigenportfolios and random matrix…
Read more
Recent Comments