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