PORTFOLIO BUILDER

Basket construction, optimizer comparison (MV / HRP / Risk Parity / BL), risk decomposition, CSCV validation

PORTFOLIO INPUTS

Ticker Basket (comma-separated)

5 tickers

AAPLMSFTAMZNGOOGLSPY

Optimizer Method

Price History Period

Max Weight per Asset 25%

Risk Aversion (gamma) 2.5

Used by MV and Black-Litterman (Equilibrium Prior). HRP and Risk Parity ignore gamma.

Configure the basket and optimizer settings, then click Run Optimizer.