{"version":"1.0","type":"link","title":"Universal portfolio algorithm - Newikis","description":"The universal portfolio algorithm is a portfolio selection algorithm from the field of machine learning and information theory. The algorithm learns adaptively from historical data and maximizes log-optimal growth rate in the long run, per the Kelly criterion. It was introduced by the late Stanford…","provider_name":"Newikis","provider_url":"https://newikis.com","cache_age":86400}