Optimize and Forecast Asset Portfolios (for free!)

Project URL: Optimize And Forecast Asset Portfolios

You can upload an excel sheet of asset prices (or use example data), optimize its weights, and simulate it over any time-horizon based on a normal/bootstrapped distribution of returns.

I made this a bit ago in college for a class project - feel free to let me know if there’s anything I can tweak to make it more useful for you.

2 Likes

what distribution does it use for the simulations?

1 Like

You can choose normal or bootstrapped (sampling randomly from past returns).

1 Like