Zhijing Eu
May 13, 2021

--

The user has to decide what factor weights to set. This in turn depends on the portfolio investment strategy. If unsure, you could start by just setting all factors to be equally weighted and then tweak them and see how the correlation between the ranking/score changes with the historical returns.

--

--

Zhijing Eu
Zhijing Eu

Written by Zhijing Eu

Hi ! I’m “Z”. I am big on sci-fi, tech and digital trends.

No responses yet