FIFA* World Cup (*Fitting and Forecasting Actual data) Portfolio Optimisation competition with real returns

This is my fourth post in my summer 2026 mini series on portfolio optimisation. It will very much follow the format of (also with a sports alluding title) blog post number two , so it might be worth rereading that. A reminder if you can't be bothered, I used random data to compare some optimisation methods: monte carlo (random, parameteric) bootstrapping (random, non parametric) double shrinkage…