A comparison between 4 different optimization quantitative algorithms, containing 1/N, equal weight, mean-variance, and BSP(Binary switch portfolio)
The detail of 4 optimized algorithms could be seen in the file 几种优化方法比较.pdf, which is written in Chinese as a report to my director when I was working in MY capital.
This project contains 4 kinds of files
source code(.py)
data file(.csv)
result(.png)
report(.pdf)
ALL the algorithms and python scripts were developed by myself.