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Optimization-Python
General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python
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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
One approach to this problem is based on the Nobel prize winning Modern Portfolio Theory (MPT). In fact, there we can use pretty simple code available online: https://github.com/tirthajyoti/Optimization-Python/blob/master/Portfolio_optimization.ipynb. There is a one BIG difference between DCA and MPT though. Here, we do not want to do a one-time purchase and try to gain maximum profit. We are looking at a dual problem, where we want to purchase regularly, while aiming maximum accumulation.