Universal Trader, introduced in the paper titled "Universal Portfolios," is a pioneering algorithmic trading strategy in the field of computational finance
The Universal Portfolio is notable for its theoretical underpinnings in machine learning and its ability to achieve remarkable performance in a competitive setting
Universal Portfolio is a portfolio optimization strategy that aims to achieve superior wealth accumulation compared to other investment strategies over time
After observing the relative performance of assets, the portfolio is rebalanced to allocate more capital to assets that have performed well in the past, and less to underperforming assets