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ResearchFormerly WizWand

Portfolio Optimization on FF25 (T=60)

615.34Cumulative WealthmSSRM-PGA
35.2176185.8263336.435487.0437Oct 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
mSSRM-PGAm=102024.10615.34
mSSRM-PGAm=152024.10614.71
mSSRM-PGAm=202024.10614.7
PLCT2024.10581.41
IPSRM-D2024.10398.55
1/N2024.10355.98
SSMP2024.10248.67
MAXER2024.10173.39
SSPO2024.10129.35
S12024.10100.76
S32024.1070.88
S22024.1066.24
SPOLC2024.1057.53