Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SH0.892 SPY0.633 FXA0.435 SH0.882 QQQ0.327 SH0.891 SH0.657 SH0.740
TLT0.060 QQQ0.203 HYG0.102 IWM0.082 IYR0.168 TLT0.061 TLT0.191 TLT0.143
HYG0.029 IWM0.162 QQQ0.101 HYG0.021 IWM0.165 HYG0.029 HYG0.137 HYG0.099
SPY0.019 EFA0.002 IWM0.073 IYR0.015 FXC0.119 SPY0.019 SPY0.016 SPY0.016
EEM0.071 EEM0.105 IYR0.001
IYR0.064 FXE0.030
FXC0.049 SPY0.023
SPY0.040 HYG0.023
FXB0.026 FXB0.014
FXE0.023 EFA0.011
EFA0.009 USO0.011
USO0.005 GSG0.003
GSG0.003 FXA0.001
GLD0.000 FXF0.000
FXF0.000