Interactive Modern Portfolio Theory optimizer with real-time data
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Efficient Frontier All possible portfolios from your tickers |
Max Sharpe Ratio Portfolio Optimal risk-adjusted allocation (green dot) |
- Real-time price & return data via yfinance
- Interactive Efficient Frontier with thousands of simulated portfolios
- Find Maximum Sharpe Ratio portfolio automatically
- Set your own risk tolerance (target volatility)
- See exact weights for each ticker in the optimal portfolio
- Works with any NASDAQ/NYSE tickers
- Lets you set your own acceptable risk level and shows the optimal allocation for it
- Displays exact weights for each stock, expected return, volatility, and Sharpe ratio
- Calculates optimal portfolio w/performance
Python • Streamlit • Plotly • Pandas • NumPy • SciPy
Live Demo (wakes in 30–60 sec)
https://markowitz-portfolio-optimization-model.streamlit.app