Optimize portfolio weights across multiple strategies with Particle Swarm Optimization (PSO) wrapped in an anti-overfit gauntlet — train/test split the optimizer cannot see past, Deflated Sharpe Ratio charged for every candidate evaluated, and an equal-weight benchmark it must beat OUT OF SAMPLE or
Optimize portfolio weights across multiple strategies with Particle Swarm Optimization (PSO) wrapped in an anti-overfit gauntlet — train/test split the optimizer cannot see past, Deflated Sharpe Ratio charged for every candidate evaluated, and an equal-weight benchmark it must beat OUT OF SAMPLE or the tool tells you to use equal weight. Use for allocating across a strategy bundle, re-weighting a