2 ms·

I think it is a great idea, but if you want to reward a more sane investing strategy (ie low-cost broad index funds) you could maybe accelerate historical or si

I think it is a great idea, but if you want to reward a more sane investing strategy (ie low-cost broad index funds) you could maybe accelerate historical or simulated data and anonymize the ticker IDs? Obviously there will probably be one lucky YOLO player but you could rank everyone and also factor in risk-adjusted returns.

astrange 5y ago
If you want to end up with the normal retirement strategy you probably want to simulate regular contributions and occasional emergency withdrawals. If you just have a simulated pile of money and want it to go up, but don't actually need it in the meantime, then the risk isn't important and diversifying too much will just guarantee you lose. The usual math in MPT makes strange assumptions like a normal distribution anyway, so it thinks an asset is bad if it has too much upside risk.