/Two-Assets-Haskell

Primary LanguageC

Project Name

Two-Assets-Haskell

Table of Contents

Introduction

The Two-Assets-Haskell project is a financial analysis tool written in Haskell. It allows users to calculate mean returns, standard deviations, and optimal asset allocations using historical price data of two assets. The project demonstrates how to perform portfolio optimization and evaluate risk-adjusted returns using the Sharpe ratio.

Features

  • Calculates mean returns and standard deviations for two assets
  • Determines the optimal asset allocation for highest risk-adjusted return
  • Calculates portfolio return and risk for different allocations
  • Evaluates Sharpe ratios as a measure of risk-adjusted returns