Apr 10, 2020
1 min read
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.
Love podcasts or audiobooks? Learn on the go with our new app.
