Most portfolio theories interpret the model of a portfolio as a sequence of identifiers with a number associated with them, from markowtiz in classical portfolio theory, to modern portfolio theory where negative numbers were allowed to symbolize short positions.
Stochastic portfolio theory models them with a random variable and Model-free portfolio theory with rough path trajectories.
The later 2 should be implemented in a different ticket
Most portfolio theories interpret the model of a portfolio as a sequence of identifiers with a number associated with them, from markowtiz in classical portfolio theory, to modern portfolio theory where negative numbers were allowed to symbolize short positions.
Stochastic portfolio theory models them with a random variable and Model-free portfolio theory with rough path trajectories.
The later 2 should be implemented in a different ticket