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What kind of insight did you want? Simply Google "portfolio optimization" and you will find many more interesting techniques. This is a basic LP problem that y
by codesushi42 7y ago
What kind of insight did you want? Simply Google "portfolio optimization" and you will find many more interesting techniques.
This is a basic LP problem that you'll come across in a textbook.
- marktani 7y agoHow many HN readers read about OR before? Haven't read the blog post yet but it seems like a nice way to refresh my knowledge from some obscure lecture I attended about it ~5 years ago ;)
- 1000units 7y agoHere's an interesting comment with an interesting reply: https://news.ycombinator.com/item?id=21336687 https://news.ycombinator.com/item?id=21336687 By contrast, you effectively said, "Heh, I've seen fancier models. BTW, you can just plug your stuff into Google."
- codesushi42 7y agoBTW, you can just plug your stuff into Google Well, yeah, for something so rudimentary. Use a library. Nothing to see here.