I noticed a trend where questions about portfolio weight estimation and optimization tend to either be suggested for transferring over to quant SE, or even closed as off-topic.

Here are a few examples:

  1. Efficient Portfolio Optimization Through Simulation (note the comments)
  2. Markowitz portfolio mean variance optimization in R (note the first comment)
  3. Alternative Applications of Portfolio Optimization (closed as off-topic)

However, when one reads the literature - the problems discussed in these topics are of clear statistical nature, involving issues of sample size, uncertainty estimates, and model complexity. Example: "Portfolio of Automated Trading Systems: Complexity and Learning Set Size Issues".

So I am just curious - why is it considered to be off topic by many?

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    $\begingroup$ The problems with these three examples are numerous and our system does not readily permit them all to be listed when a thread is closed. The first link is far too broad and asks multiple questions. The second is about R and filled with financial jargon. The third is too general and vague. In my experience, a relatively large proportion of questions related to portfolios are ill-considered, poorly-researched, badly-worded posts by people pursuing get-rich-quick schemes. They have no place here. The remainder arguably belong--and are rarely closed for being off-topic. $\endgroup$
    – whuber Mod
    Commented Dec 17, 2021 at 18:51
  • $\begingroup$ Thank you for a quick reply; I gather your take is that these questions are not off-topic, just my examples were poor. But even then - I feel something is still a bit vague. Questions that are too broad can be closed as not focused. Questions about R can be closed as related to programming. And jargon just depends on the context - there are many questions with biological jargon as an example, with no one complaining. To me it seems like all these are different issues unrelated to the typical given response "this belongs on quant SE". $\endgroup$ Commented Dec 17, 2021 at 19:03
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    $\begingroup$ Without appropriate examples, though, it is hard to assess whether you have even identified a problem or how extensive it might be. I know that I close biological-jargon questions (especially those about genomics) just as readily as I do jargon-laden questions in any other field. Suggesting that some people complain about poor financial-related questions while pointing out that not everyone complains about certain other forms of poor questions seems to lack relevance and doesn't help us understand whether there is an issue or how to resolve it. $\endgroup$
    – whuber Mod
    Commented Dec 17, 2021 at 19:31
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    $\begingroup$ It's likely not a big issue, there aren't many questions related to this topic. I was just curious for myself, as after reading the questions quite a few of them had suggestions for migration over to quant SE. So, personally for me, the question whether these are on topic here remained vague, and I got a sense that many users consider them off-topic. But now I see that, probably, they belong here with not too many jargon and an additional "finance" or "econometrics" tag. If that's correct, that would answer my question. $\endgroup$ Commented Dec 17, 2021 at 19:45
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    $\begingroup$ Note, too, that other sites (such as quant.se) don't like us to migrate poor questions. Good targets for migration are questions that are (a) on topic over there, (b) meet their standards for clarity etc. and (c) are unlikely to get good answers here. In "edge cases," where questions might be on topic here and on the target site, my policy is to accept the OP's decision to post their question here and (therefore) not forcibly migrate it, unless it has sat around for a week or more with no responses. (We can't migrate after a month.) $\endgroup$
    – whuber Mod
    Commented Dec 17, 2021 at 20:22
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    $\begingroup$ For the purposes of completeness, I want to point out to future readers of this question that Quant.SE has a very narrow scope. They basically only want people who are professional quants or studying to be professional quants to ask questions. From their help pages: "Basically, your question must be one that someone who is earning a living at this, or is studying this specifically in graduate school would confront in the course of their job or studies." quant.stackexchange.com/help/on-topic (I know that this doesn't address Karolis's question, but it is germane.) $\endgroup$
    – Sycorax Mod
    Commented Dec 17, 2021 at 21:19


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