full_portfolio

portfolio_weights.csv

portfolio,highwater,mt2x,persistent,tellurian,quantstrat,syntax,velox EqualWeight,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285 MaxSharpe,0.0744864422274203,0.02687178235672886,0.31640090047745706,0.011460759437929062,0.10396216118981841,0.07321749085143206,0.3936004634592143 MinVar,0.026338582133196498,0.018848778509631237,0.14636526633138203,0.005132454389973038,0.30831542033591025,0.15142562393767453,0.34357387436223247 RiskParity,0.07071648158748199,0.06002696301983337,0.17062388833324238,0.029594289982774837,0.24669819064489867,0.174747786346508,0.24759240008526076 CVaR,0.008844805741552842,0.006539908011455103,0.13024152265118438,0.004489463642227847,0.36129195631226013,0.08859234366393698,0.3999999999773826