Portfolio administration tool
Authors: Felipe Cortes
Abstract: Category: finance
This app summarizes different portfolio methodologies based on several metrics. You will find portfolios such as the tangency portfolio, Sortino portfolio, Treynor portfolio, and minimum variance portfolio (MVP).
Full Description: Category: finance
This app summarizes different portfolio methodologies based on several metrics. You will find portfolios such as the tangency portfolio, Sortino portfolio, Treynor portfolio, and minimum variance portfolio (MVP), you'll asso find sections where it's compared the perfomance of different portfolios and different approaches such as the Black-Litterman model or Random Portfolios.
Considering that this project is based on the nature of Shiny reactivity, now I will provide a couple of dynamic options that you can adjust according to your preferences' profile.
Keywords: portfolio, data analysis, finance, performance, stats, Black-Litterman
Shiny app: https://felipecortesbello.shinyapps.io/Portfolios/
Repo: GitHub - Felipecorteslegacy/Portfolio: Interactive Portfolio Optimization based on many criteria and financial ratios.
RStudio Cloud: Posit Cloud
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