(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies

By Daniel Oliveira, Grover Guzman, Nick Firoozye

Published 2025-10-14

Everscope rating

1563.9

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Non-Parametric Bootstrap Robust Optimization (BUMVO). Problem types: Portfolio Optimization, Risk Management, Optimization, Hyperparameter Selection, Trading Strategy Design, Time-Series Momentum, Overfitting Mitigation, Generalization Assessment.

arXiv:2510.12725 · Paper rankings

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