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Epi@Epi
1Anno
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
1Anno
@Epi Is there a tool for this?
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Tenbagger-Capital@Tenbagger-Capital
1Anno
@Tuffbet
Would be interesting
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Epi@Epi
1Anno
@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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