2 ms·
Can anyone comment on the universal portfolio article linked in the conclusion? Asking for a friend.
by siavosh 2y ago
Can anyone comment on the universal portfolio article linked in the conclusion? Asking for a friend.
- robbomacrae 2y agoIt's a theory on how to optimally rebalance your investment portfolio every day. Original paper by Thomas Cover: https://isl.stanford.edu/~cover/papers/paper93.pdf https://isl.stanford.edu/~cover/papers/paper93.pdf A good breakdown with links to code examples by Andy Jones: https://andrewcharlesjones.github.io/journal/universal-portfolios.html https://andrewcharlesjones.github.io/journal/universal-portf...