Online portfolio selection

Online portfolio selection (OPS) is an algorithm based trading strategy which sequentially allocates capital among a group of assets to optimise returns on investments.[1][2][3][4][5][6][7][8]

Proponents say the benefit is that it is designed so that the investor never loses money on stocks. It 2015 it was used by the Securities and Exchange Board of India.[9]

  1. ^ "Online portfolio selection". ouci.dntb.gov.ua (in Ukrainian). Retrieved 2024-07-21.
  2. ^ Dochow, Robert (2016-05-24). Online Algorithms for the Portfolio Selection Problem. Springer. ISBN 978-3-658-13528-7.
  3. ^ "Build software better, together". GitHub. Retrieved 2024-07-21.
  4. ^ MacLean, Leonard C.; Thorp, Edward O.; Ziemba, W. T. (2011). The Kelly Capital Growth Investment Criterion: Theory and Practice. World Scientific. ISBN 978-981-4293-49-5.
  5. ^ Peng, Zijin; Xu, Weijun; Li, Hongyi (2020-01-29). "A Novel Online Portfolio Selection Strategy with Multiperiodical Asymmetric Mean Reversion". Discrete Dynamics in Nature and Society. 2020: 1–13. doi:10.1155/2020/5956146. ISSN 1026-0226.
  6. ^ Harrison, Kyle Robert; Elsayed, Saber; Garanovich, Ivan Leonidovich; Weir, Terence; Boswell, Sharon G.; Sarker, Ruhul Amin (2021-11-13). Evolutionary and Memetic Computing for Project Portfolio Selection and Scheduling. Springer Nature. ISBN 978-3-030-88315-7.
  7. ^ Thames, Hudson and (2020-04-26). "Introducing Online Portfolio Selection". Hudson & Thames. Retrieved 2024-07-21.
  8. ^ Mehta, S. K.; Kumar, Sushil (2007). Portfolio Selection and Investment. Deep & Deep Publications. ISBN 978-81-7629-900-8.
  9. ^ "Stock Market Prediction and Investment Portfolio Selection Using Computational Approach". SlideShare. 2015-12-15. Retrieved 2024-07-21.