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