Beat the Market with Optimal Portfolio Weighting

Carl Westerby
DataDrivenInvestor
Published in
4 min readMay 3, 2023

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Photo by i yunmai on Unsplash

I recently read Mark Simpson’s, Excellent Investing and thought he had some good insights into different approaches for portfolio weighting. This article walks through some of the pros and cons of different approaches from the book as well as a strategy I have been using.

Modern Portfolio Theory:

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An engineer with a passion for machine learning, value investing, and python projects. Top 50 writer in Finance and Investing on Medium.