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Portfolio Optimizer

An interactive web application that helps users optimize their investment portfolios using Modern Portfolio Theory (MPT). The application visualizes the efficient frontier and allows users to select stocks from different sectors to create an optimized portfolio.

  • This was a class project for a Linear Algebra and Probability Course.

Tech Stack

Frontend: HTML, CSS, JavaScript
Backend: Python (Flask)
Chart.js for visualization, Select2 for enhanced dropdowns, Modern Portfolio Theory for optimization

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Features

  • Interactive stock selection by sector
  • Real-time portfolio optimization
  • Efficient frontier visualization
  • Educational content about Modern Portfolio Theory
  • User-friendly interface with search functionality

Local Development Setup

  1. Clone the repository:
git clone <repository-url>
cd portfolio-optimizer
  1. Create and activate a virtual environment:
python -m venv venv
source venv/bin/activate  # On Windows: venv\Scripts\activate
  1. Install dependencies:
pip install -r requirements.txt
  1. Run the application:
python app.py
  1. Open your browser and navigate to http://localhost:5000

Future Improvements

  • login feature and database to store users' portfolios
  • discover page to find other users' portfolios
  • connect to plaid/robinhood external API's

Deployment

This application is deployed on Netlify.

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interactive portfolio optimizer using Markowitz Model. Combining linear algebra concepts and coding.

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