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MVO performing better than Porfolio allocation #1230

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WELZAY opened this issue May 18, 2024 · 0 comments
Open

MVO performing better than Porfolio allocation #1230

WELZAY opened this issue May 18, 2024 · 0 comments

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@WELZAY
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WELZAY commented May 18, 2024 •
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Im using Portfolio Allocation with DOW 30 dataset . I have used. A2C, PPO , TD3, DDPG and SAC with different tuning parameters, but when I backtest using MVO i always find MVO having better Sharpe ratio and returns . Has anyone experienced that?
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