Online portfolio selection (OPS) is an algorithm-based trading strategy that sequentially allocates capital among a group of assets to optimise return on investments.
[1][2][3][4][5][6][7] Proponents say that it is designed so that the investor never loses money on stocks.
[8] The concept of online portfolio selection originated in 1952 with an essay by Harry Markowitz giving the theory of portfolio selection as Modern portfolio theory.
[9] Online portfolio selection was first implemented in 2012 by Bin Li and Bin Hoi at Wuhan University.
[10][11][12] Online portfolio selection algorithms at GitHub.