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Portfolio Optimizer
Markowitz · Black-Litterman · Efficient frontier
Tickers (comma-separated)
Method
Max Sharpe
Min Volatility
Target return
Hierarchical Risk Parity
Risk-free rate (annual)
Target annual return
Period
1y
2y
3y
5y
10y
Optimize
Expected return
—
Volatility
—
Sharpe
—
Allocation
Efficient frontier
Monte Carlo — 1Y (1000 sim.)