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

Portfolio Optimization on FF32 T=120 (Sharpe ratio)

0.2592Sharpe Ratio

mSSRM-PGA

Updated 4d ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		0.2592
mSSRM-PGA 2024.10		0.2592
mSSRM-PGA 2024.10		0.2592
PLCT 2024.10		0.2577
IPSRM-D 2024.10		0.224
1/N 2024.10		0.2234
SPOLC 2024.10		0.183
SSPO 2024.10		0.1557
S1 2024.10		0.1525
SSMP 2024.10		0.1512
MAXER 2024.10		0.1465
S3 2024.10		0.1463
S2 2024.10		0.1438