Our new X account is live! Follow @wizwand_team for updates

Portfolio Optimization on FF100 T=120 (Sharpe ratio)

0.2391Sharpe Ratio

mSSRM-PGA

Updated 4d ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		0.2391
mSSRM-PGA 2024.10		0.2384
mSSRM-PGA 2024.10		0.2381
PLCT 2024.10		0.2369
1/N 2024.10		0.2087
IPSRM-D 2024.10		0.2012
MAXER 2024.10		0.1351
SPOLC 2024.10		0.0988
S3 2024.10		0.0603
S2 2024.10		0.0602
SSMP 2024.10		0.0573
SSPO 2024.10		0.0529
S1 2024.10		0.0467