Portfolio Optimization

Sharpe ratio optimization for 25 blue chips - video  https://youtu.be/w_jTMRFA35Q website for portfolio optimization - https://asset-master.net

2024-08-30. Optimization results for Sharpe ratio, expected return and volatility for the portfolio of 25 US blue chips.   All the optimization performed with the help of the https://asset-master.net/ website.   Optimization results Data download started at: 2024-08-29 22:17:27 UTC Portfolio optimization completed at: 2024-08-29 22:17:40 UTC Portfolio allocation:   Symbol Quantity Expected return Volatility Close price Weight Share in alloc Date From Date To MSFT 7 0.261 0.265 410.60 3.03e-01 2.88e-01 2013-01-02 2024-08-28 AAPL 5 0.234 0.282 226.49 1.07e-01 1.14e-01 2013-01-02 2024-08-28 UNH 4 0.227 0.250 588.54 2.46e-01 2.36e-01 2013-01-02 2024-08-28 NOC 4 0.189 0.234 513.56 2.22e-01 2.06e-01 2013-01-02 2024-08-28 LMT 1 0.167 0.215 563.98 1.18e-02 5.65e-02 2013-01-02 202...

2024-08-23. Optimization results for Sharpe ratio, expected return and volatility for the portfolio of 25 US blue chips.   All the optimization performed with the help of the https://asset-master.net/ website.   Optimization results Data download started at: 2024-08-23 02:14:25 UTC Portfolio optimization completed at: 2024-08-23 02:14:37 UTC Portfolio allocation: # Symbol Quantity Expected return Volatility Close price Weight Share in alloc Date From Date To 4 MSFT 8 0.263 0.265 415.55 3.14e-01 3.33e-01 2013-01-02 2024-08-22 1 AAPL 5 0.233 0.282 224.53 1.04e-01 1.13e-01 2013-01-02 2024-08-22 6 UNH 4 0.225 0.250 578.72 2.42e-01 2.32e-01 2013-01-02 2024-08-22 5 NOC 4 0.189 0.234 509.63 2.26e-01 2.04e-01 2013-01-02 2024-08-22 2 ABBV 2 0.160 0.264 196.3...