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Sortino

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 https://quantlabs.net/blog/2017/08/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 on my Telegram PRIVATE group: Corrected …

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