The Mean-Variance Portfolio Optimization Dashboard is a web application built with the Shiny for python framework. It allows users to visualize and analyze mean-variance portfolio optimization based on historical mean monthly returns of financial assets. This tool is designed to vizualize the concept of portfolio optimization.
-
Input Historical Returns: Users can input historical mean monthly returns of financial assets into the dashboard.
-
Efficient Frontier: The application calculates and displays the efficient frontier, showing various portfolios with different risk-return profiles.
-
Optimal Portfolio: It identifies and highlights the optimal portfolio with the highest Sharpe ratio.
-
Risk-Return Visualization: Users can visualize the risk and return characteristics of different portfolios through interactive charts.
The code for this dashboard is inspired by the book: