Tuesday, 9 August 2016

The formula outputs an optimal unconstrained negative weight for Asset A

I need to find non-negative weights. No closed form formula, but usual optimizers apply. Consider the example you posted. Asset A has positive returns and Asset B negative returns. Shorting Asset A to buy Asset B would result in negative expected returns.
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Starr:
He tells me that he has no feelings for me... But he sleeps with my hoodie every night according to him.
(9 August 2016)

Starr:
Even at this time we were broken up he still gave me a hoodie to have while he was gone... He should only be gone for a year or so... Also I gave him a hoodie.
(9 August 2016)

Starr:
The day before he left he sat in front of me and cried about leaving.
(9 August 2016)

Starr:
He came home for about a week and then moved with his father... He now lives 17 hours away.
(9 August 2016)

Starr:
While he was out of state he cheated on me.
(9 August 2016)

Starr:
He alway has told me I'm an amazing guy and that I'm the only guy that has ever actually cared about him.
(9 August 2016)

Starr:
Him and I only were in a relationship for 2 weeks officially... And most of that two weeks he was out of state visiting family.
(9 August 2016)

Starr:
Him and I have gotten really close even though he has tried to push me away several times, but somehow we still seem to stay close.
(9 August 2016)

Starr:
I met this guy back in May and him and I hit it off really well.
(9 August 2016)

Lilian:
Now it's the next day and I don't know what to say.
(9 August 2016)

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