Type | Weight | Abbreviation | Remark |
Market | - | Mrkt | - |
Markowitz long-only | Equal | m-long.E | - |
Value | m-long.V | ||
Markowitz leverage | Equal | m-lvrg.E | Maximum leverage equal to 10 |
Value | m-lvrg.V | ||
Naïve | Equal | naive.E | - |
Value | naive.V | ||
Markowitz | Equal | m-X.Y.E | Weights must be between −X and +Y |
Value | m-X.Y.V |