The One-Dimensional Optimization Problem

A mathematical optimization is just saying well now the box is a function and the function has some inputs Which are your controls and it has an output, right? And so in our case we design a function which is let's say that we hold this Portfolio we hold this weight of each asset So if there's 100 assets we could hold now the function has 100 variables As inputs. Each variable can just be you know the weight that we're holding of that asset in our portfolioAnd then the output is What our expected return is? Given that model we're using  your forecasting model or alpha model. We'll put some resources again at quantopia.com slash chat with traders. To help