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OLPS portofolio selection toolbox

Hello,

Anybody tried to use portofolio selection algos on preselected darwins.

I’m thinking about selecting darwins by criteria (Dscore …) and then running the OLPS toolbox on the weekely data

OLPS here http://olps.stevenhoi.org/ in M and there are python implems also

Just very curios what it gives as result

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I am exploring deeply the data trought the API, looking for the best aproach to data-based darwin’s picking. Just say that classical portfolio selection/optimization techniques does not seem to work well here. Scores have predictive power, but it’s behavior can’t be generalized to all darwins, so maybe a more sophisticated method could be needed.
If you get any interesting insight I’m sure sharing it here will be appreciated by the community :wink:

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