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

Portfolio Optimization on FF49 T=120 (Sharpe ratio)

0.2057Sharpe Ratio

1/N

Updated 4d ago

Evaluation Results

Method	Links
1/N 2024.10		0.2057
mSSRM-PGA 2024.10		0.2041
mSSRM-PGA 2024.10		0.2041
mSSRM-PGA 2024.10		0.204
PLCT 2024.10		0.2025
SSMP 2024.10		0.1581
MAXER 2024.10		0.1433
IPSRM-D 2024.10		0.141
SPOLC 2024.10		0.1291
S1 2024.10		0.0648
S3 2024.10		0.0617
S2 2024.10		0.0605
SSPO 2024.10		0.0601