Portfolio Optimiser
Applying Modern Portfolio Theory to calculate optimal portfolio weights.
Python, Flask, React JS, D3 JS
This tool optimises portfolio composition using techniques like CAPM and Sharpe Ratio maximisation. It generates an efficient frontier showing minimised variance weightings for various returns. With a React JS frontend, users get real-time ticker suggestions and can see weights for optimal and minimum variance portfolios. A D3 JS chart plots the efficient frontier, color-coding portfolios to indicate their balance of risk and reward.
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