I rely on an industry-built portfolio optimizer with a Sharpe ratio between 0.2 – and 0.3, which is not strong. You can run this portfolio simulation to see the kind of trading basket combos I post on Youtube are pretty different.t Portfolio optimization can be helped with machine learning using various techniques, as hinted in this link. This person did not ask this question correctly but get in touch at my quantlabs, if you have questions. https://quantlabs.info/public/
https://quant.stackexchange.com/questions/70682/tangency-portfolio-negative-maximum-sharpe-ratio
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