Portfolio optimization for US equities and global indices. Compare Max Sharpe, Min Variance, Equal Weight, Inverse Volatility, Max Diversification, and Risk Parity with full metrics, equity curves, drawdowns, rolling Sharpe, returns distribution, and weights.
No optimization data yet. Run the pipeline npm run pipeline (which runs skfolio), or manually python engine/run_skfolio_portfolios.py (after pip install skfolio), then rebuild or refresh.