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Portfolio Optimization

8 bytes removed, 23:20, 7 February 2012
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Optimization can have detrimental effects if the user searches for the combination of inputs based solely on the best performance over a period of historical data and focuses to much on market conditions that may never occur again. This approach is known as over-optimization or curve-fitting. Performance will not be the same in real trading, since historical patterns are highly unlikely to be repeated.
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'''Optimization Methods'''
To learn more about optimization techniques, see [[<span style="color: red;">'''LINK'''</span>/0290_Optimization/22-9001_UnderstandingOpt.html name=""; |Understanding Optimization]]
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'''Running Portfolio Optimization'''

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