Robust Portfolio Optimization with News Sentiment Indicators
September 1, 2021
By Acuity Trading
Acuity Trading's latest research paper aims to show how Acuity’s news sentiment indicators can be used to improve the standard mean-variance portfolio optimisation into a more robust portfolio optimisation model for selecting more diversified portfolios.
Unlock your access to our academic stories
The Acuity team works together with the Polytechnic University of Catalonia (UPC). We work together to stay at the forefront of the latest technology, research and development of our environment. Complete the form below to read our latest academic story.