Releases: MarekOzana/streamlit_markowitz
Releases · MarekOzana/streamlit_markowitz
Release 1.3.0
- Add Efficient Frontier to scatter chart
- Upgrade github actions to Note 20
- update requirements.txt
Release 1.2.0
Improvement to Fund Info tab
- added monthly performance table
Improved Main Tab statistics
- removed expected return chart
- added statistics table
- sorted weights chart by weight size
- refactoring
Initial release
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