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This week's topic challenge is Portfolio Management, with an emphasis on Signal Weighting. You're encouraged to think of and post good questions on this topic.

What is it?

There's a single topic that people think about during the week and come up with good questions on. The topic is set each Sunday or so.

How does it work?

The topic is chosen from among proposals on Sunday, and the challenge begins: thinking of and posting good questions in the main site on that topic.

What do I win?

An Internet with more good questions and answers on an interesting topic.

Who thought of this week's topic, anyway?

Quant Guy suggested signal weighting, which I have broadened to portfolio management, with an emphasis on signal weighting.

How do we decide on next week's topic?

See the call for topic proposals.

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  • $\begingroup$ Incidentally, here's a recently published paper on signal weighting: papers.ssrn.com/sol3/papers.cfm?abstract_id=1963109 $\endgroup$ – Ram Ahluwalia Jan 12 '12 at 15:20
  • $\begingroup$ we should extend it maybe, as there was not too much questions... you should maybe put the banner as you did last week... $\endgroup$ – SRKX Jan 14 '12 at 9:23
  • $\begingroup$ Topic of the month? It can be quite hard to come up with a question especially if your not currently working on a problem in that exact domain. $\endgroup$ – Bob Jansen Feb 10 '12 at 12:46

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