Before I spend the time building a crazy linear programming model in Excel or monte Carlo in Python, does anyone happen to know of something already built?
Ideally for a portfolio of 15-30 securities, it would automatically calculate correlations, portfolio volatility, Sharpe ratio, etc along with suggested stock weights based on efficient frontier, etc.
Thank you in advance for any help!
Submitted September 16, 2023 at 03:19AM by SerophiaMMO https://ift.tt/CFs8TOm
