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ResearchFormerly WizWand

Portfolio Optimization on FF100 T=60

527.09Cumulative WealthmSSRM-PGA
-20.522121.6465263.815405.9835Oct 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
mSSRM-PGAm=102024.10527.09
mSSRM-PGAm=152024.10522.28
mSSRM-PGAm=202024.10515.5
PLCT2024.10471.44
1/N2024.10364.87
IPSRM-D2024.10240.12
SSMP2024.1010.09
SPOLC2024.102.39
S32024.101.2
S22024.101.15
SSPO2024.100.89
S12024.100.54