you’ve missed the most important part of building diversified portfolios, allocating the portfolio weights. Without an objective function to optimize to derive the weights, the outputs for K-Means doesn’t help very much.

you’ve missed the most important part of building diversified portfolios, allocating the portfolio weights. Without an objective function to optimize to derive the weights, the outputs for K-Means doesn’t help very much.

Researcher | Investor | Data Scientist | Curious Observer. Thoughts and insights from the confluence of investing and machine learning.

Researcher | Investor | Data Scientist | Curious Observer. Thoughts and insights from the confluence of investing and machine learning.