<t>suppose I have [$]N[$] models, with returns [$]r_{n,t}[$] over [$]1,...,T[$] periods ([$]T>>N[$]). I want to find weights [$]w_n[$] for model [$]n \in 1,...,N[$] such the final model [$]p[$], whose returns will be [$]r_{p, t} = \sum_{n=1}^{N} w_n * r_{n, t}[$]has the maximum number of positive pe...