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Efficient Frontier Calculator

Portfolio optimization calculator using mean-variance optimization. Find the efficient frontier, maximum Sharpe ratio portfolio, and optimal asset allocations.

Capabilities
6 FEATURES
MVO
Mean-variance optimization engine
Sharpe Max
Tangency portfolio identification
Min Variance
Global minimum variance portfolio
CML
Capital Market Line overlay
Allocations
Optimal weight vectors per point
Risk-Return
Interactive frontier visualization
Methodology

How It Works

Compute the efficient frontier of portfolio combinations that maximize return for a given risk level. Identifies the Capital Market Line, tangency portfolio (maximum Sharpe ratio), and global minimum variance portfolio. Visualize risk-return trade-offs across asset allocations.

efficient frontierportfolio optimizationsharpe ratiomean variance optimizationcapital market linemodern portfolio theory
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