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Releases: MarekOzana/streamlit_markowitz

Release 1.3.0

15 Apr 18:58
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  • Add Efficient Frontier to scatter chart
  • Upgrade github actions to Note 20
  • update requirements.txt

Release 1.2.0

13 Apr 15:58
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Improvement to Fund Info tab

  • added monthly performance table

Improved Main Tab statistics

01 Apr 18:45
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  • removed expected return chart
  • added statistics table
  • sorted weights chart by weight size
  • refactoring

Initial release

31 Mar 11:54
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Markowitz optimization app

Features

  • calculate optimal portfolio given minimum return requirement
  • select funds included into optimization
  • chart with risk / return profile of optimal portfolio vs constituents
  • chart with optimal portfolio weights
  • chart with expected and 95% worst returns
  • chart with probability of negative return per time horizon
  • correlation matrix editor
  • expected return and volatility editor
  • yahoo data update
  • fund info with cumulative performance and drawdown chart
  • fund rating and ticker exposures for selected funds