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Epi@Epi
9Mo
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
9Mo
@Epi Is there a tool for this?
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Tenbagger2024@Tenbagger2024
9Mo
@Tuffbet
Would be interesting
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Epi@Epi
9Mo
@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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