US/UK ETFs raadk.com

Portfolio optimization

Use this at your own risk. The information contained within this site is for informational purposes only and does not constitute financial or investment advice.
This site uses pypfopt, empyrical, and yfinance to find a portfolio of assets on the efficient frontier that maximizes the sharpe ratio (default), minimizes risk, minimizes risk subject to a return constraint, or maximises return subject to a risk constraint.

Benchmark


Portfolio



$


Negative allows for shorting
Period to evaluate performance. The prior period will be used to calculate portfolio weights.

Portfolio Weighting

Click Optimize Portfolio in the parameters panel to run analysis

Performance Summary


Portfolio

Prices

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