Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
HYG0.384 SPY0.930 SPY0.113 QQQ0.373 IYR0.237 HYG0.384 HYG0.390 HYG0.392
TLT0.262 IWM0.033 EFA0.103 GLD0.339 QQQ0.222 TLT0.262 TLT0.265 TLT0.253
GLD0.147 QQQ0.024 IWM0.103 TLT0.288 GSG0.114 GLD0.147 GLD0.149 GLD0.158
FXY0.093 EFA0.013 QQQ0.101 EEM0.111 FXY0.093 FXY0.085 QQQ0.100
QQQ0.086 EEM0.087 FXA0.096 QQQ0.086 QQQ0.081 FXY0.097
FXA0.028 IYR0.086 EFA0.063 FXA0.028 FXA0.031
HYG0.082 FXF0.045
FXC0.073 USO0.033
FXA0.052 FXY0.023
USO0.043 SPY0.022
FXE0.042 HYG0.019
GSG0.038 IWM0.008
FXB0.038 TLT0.006
GLD0.027 FXE0.002
FXF0.012