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Portfolio optimization #20

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restrading opened this issue Apr 3, 2022 · 0 comments
Open

Portfolio optimization #20

restrading opened this issue Apr 3, 2022 · 0 comments
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enhancement New feature or request

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@restrading
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restrading commented Apr 3, 2022

Feature request by greyone: diversification benefits through portfolio allocation across multiple products.

This can be possible by implementing a portfolio optimizer that runs in user's browsers. Users can download the performance for numerbay products and import their own portfolio to perform optimization. The optimizer should output the weights of products that will maximize some diversification objective.

@restrading restrading added the enhancement New feature or request label Apr 3, 2022
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