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immagine del profilo
Epi@Epi
9Mes
To answer your question, try a mean-variance optimization. This will calculate the allocation with the highest Sharpe ratio.
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immagine del profilo
Leopold T.@Tuffbet
9Mes
@Epi Is there a tool for this?
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immagine del profilo
Tenbagger2024@Tenbagger2024
9Mes
@Tuffbet
Would be interesting
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immagine del profilo
Epi@Epi
9Mes
@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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