Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out
Chat With Traders
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How to Optimize Your Portfolio
You brought up an interesting point towards the end there about constraints that you might have When you're optimizing your portfolio You know you gave a few analogy for some constraints. What about some like actual real world Examples of some constraints that a quant might put into their portfolio or their risk model? Sure, I can talk about that a little bit so one one constraint that actually has a really nice geometric intuition actually is uh, the Your maximum leverage constraint.
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