Corrected Markowitz and Sortino views for optimal expected return

If you have seen any of my views of Markowitz for portfolio optimization for improved expected return.  You see them here: Testing of Python Markowitz Portfolio packages Deep testing of Python Markowitz Portfolio packages You can always search for more with this Here are some corrections on both Sortino and Markowitz from some an expert […]

Deep testing of Python Markowitz Portfolio packages

Full testing of Python Markowitz Portfolio packages I am digging deep into this portfolio optimizations. One question came up was using Markowitz versus stats. Check here to see my latest analysis with a 1 hour video. This video below serves 2 purposes which includes a quick & dirty way to test the code if it […]

Testing of Python Markowitz Portfolio packages

  Full testing of Python Markowitz Portfolio packages In this video, I highlight some Trading Scripts you can use for analyzing a portfolio with Markowitz techniques. There are many other techniques but these seemed to work OK. In fact, one of the Demonstrations was to showcase zipline Python package  from Quantopian. It seems that I […]

Helpful Markowitz Portfolio theory links

Helpful Markowitz Portfolio theory links I am very interested in getting this implemented ASAP for portfolio optimization The Efficient Frontier: Markowitz portfolio optimization in Python https://www.quantopian.com/posts/the-efficient-frontier-markowitz-portfolio-optimization-in-python-using-cvxopt Portfolio Optimization with Python Join my FREE newsletter to learn when I implement this for my automated trading   HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW […]

Markowitz portfolio optimizaion and Bayesian Regression

Markowitz portfolio optimizaion and Bayesian Regression We talked about this last week but this may be the most popular way to do it I may implement this into my options/futures strategy Join my FREE newsletter to see how this goes for my automated trading   HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more […]

Here is an interesting interview BNY Mellon intervew with Dr. Harry Markowitz on economic practice for your forward looking trading

Here is an interesting interview BNY Mellon intervew with Dr. Harry Markowitz on economic practice for your forward looking trading http://www.bnymellon.com/foresight/risk/portfolio-risk-video-harry-markowitz.html Note: Thanks to our awesome NYC source for supplying this See how we plan to forecast our models using the best software through our FREE Newsletter HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read […]

Interview with Bob Pardo LIVE

  Thursday, January 10, 2019 at 4 PM – 6 PM PST We are doing a rare interview with one of the masters in trading. I am currently collection smart and sophisticated questions for him. Leave a comment below to your question potentially answered at Facebook event link below.  Details to follow so check the […]

Ken Griffin’s $30B hedge fund has out performance vs industry this year

If you looked at these crummy returns, you would think this performance from the big dogs of the hedge fund industry is sort of sad. I am not an expert here but I am hoping to get my trading daily goals will be at least 0.5% psotive moves against my portfolio. However, when you have […]