mignev / Portfolio-using-modern-portfolio-theory

inputs - 1) number of stocks in your portfolio and the name of them (use the ticker symbol not full name - (ex - AAPL)) 2) number of simulations required for calculating the optimal sharpe (higher the number of simulated portfolios better the results, i usually choose between 10,000 - 20,000 and it takes few secs in my dumb M3 surface pro) outputs - it generates a "portfolio.png" that contains the best percentage allocation it has found in the simulation with the sharpe ratio, expected return and standard deviation. so the outputs would be 1) percentage allocation 2) sharpe ratio 3) expected return

Portfolio-using-modern-portfolio-theory

inputs -

1. number of stocks in your portfolio and the name of them (use the ticker symbol not full name - (ex - AAPL))
2. number of simulations required for calculating the optimal sharpe (higher the number of simulated portfolios better the results, i usually choose between 10,000 - 20,000 and it takes few secs in my dumb M3 surface pro)

outputs -

it generates a "portfolio.png" that contains the best percentage allocation it has found in the simulation with the sharpe ratio, expected return and standard deviation. so the outputs would be

1. percentage allocation
2. sharpe ratio
3. expected return