At Morgan Stanley we Found Simple Trading Rules Outperformed Fancy Portfolio Optimization. After Leaving, I Worked Out Why. | by Graham Giller | Adventures in Data Science | Medium - home

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At Morgan Stanley we Found Simple Trading Rules Outperformed Fancy Portfolio Optimization. After Leaving, I Worked Out Why. | by Graham Giller | Adventures in Data Science | Medium

finance · trade

October 16, 2022 at 11:53:44 PM EDT * · permalink

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https://medium.com/adventures-in-data-science/at-morgan-stanley-we-found-simple-trading-rules-outperformed-fancy-portfolio-optimization-8adce91dc770

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