LoginSignup
Imagen de perfil
Epi@Epi
9Lun
To answer your question, try a mean-variance optimization. This will calculate the allocation with the highest Sharpe ratio.
••
Imagen de perfil
Leopold T.@Tuffbet
9Lun
@Epi Is there a tool for this?
•
2
•
Imagen de perfil
Tenbagger2024@Tenbagger2024
9Lun
@Tuffbet
Would be interesting
••
Imagen de perfil
Epi@Epi
9Lun
@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.
•
2
•