Tag: optimization

Alternative Data: Users’ Data in Optimization

Optimization description A trader using alternative data who already forecasted expected returns of different stocks want to find what is the optimal weights of his portfolio. Let’s input the users’ data in the optimization. Our goal is to maximize the expected return given by the user divided by the square root of the variance and find what are the […]

PortfolioEffect Utilizes Real-Time Risk Metrics To Create Alpha

Benzinga’s article on PorftolioEffect can be found on this link. We decided to post the article in the blog as it is a good description of what we do. You can vote for PortfolioEffect here on Facebook and Linkedin for 2 votes. PortfolioEffect Utilizes Real-Time Risk Metrics To Create Alpha Brett Hershman , Benzinga Staff Writer   […]