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Epi@Epi
1Año
To answer your question, try a mean-variance optimization. This will calculate the allocation with the highest Sharpe ratio.
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Leopold T.@Tuffbet
1Año
@Epi Is there a tool for this?
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Tenbagger-Capital@Tenbagger-Capital
1Año
@Tuffbet
Would be interesting
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Epi@Epi
1Año
@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.
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