Maoning Wang 2016-07-18

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last week:

1.learn about the trading platform uqer/ricequant/quantopian

2.two possible ways to apply the method in "Robust Portfolio Optimization (NIPS 2015)":

(1)change "log-optimal portfolio strategy" to "Markowitz-type portfolio strategy in growth rate" [OV2007]

(2)extend the method on "covariance matrix" to that on "T_k, the autocovariance matrice"

3.learn about Evolutionary Computing via video lectures

this week: "Introduction to Evolutionary Computing"and prepare for the presentation on July 26.