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ResearchFormerly WizWand

Portfolio Optimization on FF32 T=120 (Sharpe ratio)

0.2592Sharpe RatiomSSRM-PGA
0.1391840.1703420.20150.232658Oct 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
mSSRM-PGAm=102024.100.2592
mSSRM-PGAm=152024.100.2592
mSSRM-PGAm=202024.100.2592
PLCT2024.100.2577
IPSRM-D2024.100.224
1/N2024.100.2234
SPOLC2024.100.183
SSPO2024.100.1557
S12024.100.1525
SSMP2024.100.1512
MAXER2024.100.1465
S32024.100.1463
S22024.100.1438