Join the Hudson and Thames Reading Group: https://hudsonthames.org/reading-group/

In this session we are discussing a paper about the latest advancements in portfolio optimization. "Conditional Portfolio Optimization using Machine Learning," presents a new method that adapts capital allocations to market regimes. This CPO method leverages machine learning and big data to provide an optimal solution to commercial problems such as portfolio optimization that adapts to the environment. In multiple use cases, the authors have demonstrated that it outperforms conventional methods.