/portfolio-analyser

Analysing monte-carlo portfolios with modern portfolio theory

Primary LanguageJavaScript

Portfolio Analyser

The dashboard uses the past year data to generate returns and risks for the selected stock portfolios.

Features:

  • Portfolio Theory
  • Monte-Carlo Simulation
  • Sharpe Ratio Maximisation
  • Risk Minimisation
  • Capital Allocation (for optimising shares portfolio)

View app here