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Hacker News
@h4ckernews@mastodon.social  ·  activity timestamp 5 days ago

Weighting an Average to Minimize Variance

https://www.johndcook.com/blog/2025/11/12/minimum-variance/

#HackerNews #Weighting #Average #Variance #Minimization #Statistics #DataScience

John D. Cook | Applied Mathematics Consulting

Weighting an average to minimize variance

How would you allocate money to a set of independent assets with to minimize volatility if some assets are more volatile than others?
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