Portfolio balancing is aimed to optimize the allocation of wealth across a set of assets (stocks). Two widely used methods are implemented in Python and Mathematica: Weighted Successive Variable Rebalanced Portfolios (WSVRP) and On-Line Portfolio Selection with Moving Average Reversion (OLMAR).
R&D scientist and developer who has patented inventions and PhD degree. Driven and passionate about solving problems and developing cutting-edge algorithms for technical and financial applications. Able to thing outside the box.