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Portfolio Optimizer
Sharpe-ratio maximization & risk-parity analysis, in real time.
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Input & Parameters
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Target Asset Allocation
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Allocated
Run an optimization to see allocation.
Optimization Metrics
Annualized Return (backtest)—
Annual Volatility (risk)—
Sharpe Ratio (Rf=2%)—
insights
This allocation maximizes risk-adjusted returns based on historical data covariance.
Saved Runs