There's a reason Wall Street firms recruit from MIT. For many investors, the financial markets are governed entirely by mathematical equations applied to aspects of a security's price and trading ...

Portfolios using QQQ and bond mutual funds achieved high returns with low risk from 1999 to 2015. The parameters of the mean-variance optimization (MVO) algorithm can be easily adapted to the risk ...

Optimizing an investment portfolio to maximize returns while minimizing risk is the ultimate goal for investors and their advisers. However, there is no set path and challenges always arise. One such ...

Even if a quantitative trading model can generate valid return predictions, inputting them into an optimization model does ...

This article examines an analytical approach to combining five factor tilts into a market-beating portfolio construct. I examine over a half-century of returns, and use realized measures to perform a ...

Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Portfolio variance is a measure of the dispersion of returns of a portfolio.