<p>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.</p>
<p>Here are a few examples:</p>
<ol>
<li><a href="https://stats.stackexchange.com/questions/32032/efficient-portfolio-optimization-through-simulation">Efficient Portfolio Optimization Through Simulation</a> (note the comments)</li>
<li><a href="https://stats.stackexchange.com/questions/11120/markowitz-portfolio-mean-variance-optimization-in-r">Markowitz portfolio mean variance optimization in R</a> (note the first comment)</li>
<li><a href="https://stats.stackexchange.com/questions/224069/alternative-applications-of-portfolio-optimization">Alternative Applications of Portfolio Optimization</a> (closed as off-topic)</li>
</ol>
<p>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: <a href="https://ieeexplore.ieee.org/abstract/document/6408289" rel="nofollow noreferrer">&quot;Portfolio of Automated Trading Systems: Complexity and Learning Set Size Issues&quot;</a>.</p>
<p>So I am just curious - why is it considered to be off topic by many?</p>
