Login
Signup
Epi
@Epi
9Mon
To answer your question, try a mean-variance optimization. This will calculate the allocation with the highest Sharpe ratio.
Show original (German)
Like
•
•
Answer
Leopold T.
@Tuffbet
9Mon
@Epi
Is there a tool for this?
Show original (German)
Like
•
👍
2
2
•
Answer
Tenbagger2024
@Tenbagger2024
9Mon
@Tuffbet
Would be interesting
Show original (German)
Like
•
•
Answer
Epi
@Epi
9Mon
@Tuffbet
Have a chat with ChatGPT. He will tell you what he needs to calculate (expected return, vola per position, correlation) and then do the math.
It works quite well and is very interesting.
Show original (German)
Like
•
👍
2
2
•
Answer
