Portfolio Optimiser
Learn how modern portfolio theory works
New Strategy
Run portfolio optimisations including max Sharpe ratio, min variance, risk parity, max diversification, hierarchical risk parity and value at risk. Edit the stock weights to try to improve their performance.
Saved Strategies
Edit strategies or run backtests for all strategies over the same date range to compare their performance.
Efficient Frontier
Visualise the efficient frontier and the attainble set of portfolio return-volatility combinations. See how the portfolios on the efficient frontier compare to investing in the individual stocks
Correlation Matrix
Visualise asset correlations in a colourful table