Software Engineer / Quant Dev
1. What is Portfolio Optimisation? Given: A set of equities Target return Find: Allocation to each equity that minimizes risk Given a set of equities that you want to invest in and a target return that you want to achieve, a portfolio optimiser will calculate the best weights of those equities to give you the… Continue reading
1. What is Optimisation? The concept of producing the best possible result with the available resources Optimisation is the process of minimising or maximising something It is an iterative process E.g. looking for the maximum point on the mountain: 2. The Physical Problem One boy bets the other that he can locate the top of… Continue reading