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Optimising portfolios for small accounts: Dynamic optimisation testing -> EPIC FAIL

qoppac.blogspot.com · published 25 June 2021

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https://github.com/robcarver17/pysystemtrade/tree/master/systems/provided/small_system_optimise
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http://qoppac.blogspot.co.uk/2016/03/diversification-and-small-account-size.html
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https://github.com/robcarver17/pysystemtrade/blob/master/systems/provided/small_system_optimise/grid.py
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