universal-portfolios
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MAMR
Hi! I would love to see this one added. https://www.hindawi.com/journals/ddns/2020/5956146/ It outperforms previous methods and seems to be not very different from the OLMAR and PAMR / WMAMR
Hey @Auxiliumdesign, unfortunately, I don't have much free time these days, so I can't promise anything. Anyway, I briefly skimmed through the paper. First, MAMR doesn't add anything new to the game and second, the outperformance is not statistically significant. Anyway, implementing it yourself shouldn't be hard and I'll be happy to review your PR.