Portfolio Optimization Algorithms

The portfolio optimizer employs modern portfolio theory to:

  • Generate random portfolios for Sharpe ratio calculations.

  • Plot the efficient frontier, identifying the best risk-return trade-offs.

  • Backtest portfolios against recent market data for accuracy.

Future enhancements include:

  • Advanced search algorithms for portfolio optimization.

  • Sentiment and mindshare data integration for predictive modeling.

Last updated