This model analyzes two investors forming their expectations with heterogeneous strategies in order to optimize their portfolios by means of a Sharpe ratio maximization. Traders are distinguished according to their methodology used in forecasting. Two acknowledged algorithms of technical analysis have been implemented to compare portfolios performances and assess profitability of each technique.
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Version | Submitter | First published | Last modified | Status |
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1.0.0 | Laura Mazzarino | Sun Mar 20 19:10:08 2022 | Sun Mar 20 19:10:08 2022 | Published |