The Intelligent Portfolio Theory introduces a new way of managing investments by combining asset portfolios and trading strategies. This approach helps control investment risk through diversification and adaptive adjustments based on market conditions. The theory allows for the creation of multi-asset, multi-strategy portfolios that can be tailored to different financial markets like stocks, commodities, and currencies. By using a dynamic portfolio optimization framework, investors can benefit from a more intelligent and flexible approach to portfolio management in the big data era.