Jordan Park (investment advisor/manager in San Francisco)Portfolio rebalancing strategies This project will adapt a quantitative method built for institutional portfolio management to the needs of individuals and families. Jordan Park is a high net worth wealth manager who manages money for very wealthy individuals and families. Many portfolio managers rebalance their portfolios at calendar intervals like once a month or once a quarter. However, there are quantitative techniques Jordan Park uses to find the optimal time to rebalance.The project will involve modifying a strategy for optimal portfolio rebalancing. Rather than treat all assets the same, the research will seek to determine the gain from treating bonds and stocks differently in terms of improved performance.
traderangetrade? rebalancingcost.
treating bonds and stocks differently
You are still building (and optimizing) a good trading algorithm for managing a single portfolio (whether it has 2 assets or 5 assets).The goal is to modify the algorithm attempting to improve it by using two separate heuristics. We are interested in what changing the algorithm does to target ranges, trading frequencies and most importantly if it lowers the total cost of maintaining our portfolios.
[SOLVED] algorithm Jordan Park (investment advisor/manager in San Francisco) Portfolio rebalancing strategies This project will adapt a quantitative method built for institutional portfolio management to the needs of individuals and families. Jordan Park is a high net worth wealth manager who manages money for very wealthy individuals and families. Many portfolio managers rebalance their portfolios at calendar intervals like once a month or once a quarter. However, there are quantitative techniques Jordan Park uses to find the optimal time to rebalance. The project will involve modifying a strategy for optimal portfolio rebalancing. Rather than treat all assets the same, the research will seek to determine the gain from treating bonds and stocks differently in terms of improved performance.
$25
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