Portfolio Optimization for Expected Sortino ratio

Portfolio Optimization for Expected Sortino ratio Correction has been made to adjust for highly volatile currency/forex pairs. This mix of optimal weights give highest forecasted Sortino ratio for the potential next time period. http://www.investopedia.com/terms/s/sortinoratio.asp http://www.investopedia.com/terms/s/sharperatio.asp Corrected https://www.rcmalternatives.com/2013/09/sortino-ratio-are-you-calculating-it-wrong/     NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry …

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