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It'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
by robbomacrae 2y ago
It'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...