Upload a CSV of daily closing prices (first column Date, remaining columns are tickers).
Set risk-free rate rf, risk-aversion γ, choose long-only or long/short, and view:
- Efficient Frontier
- Capital Market Line (CML) through the tangency (MSR) portfolio
- Weights for GMV, MSR, and γ-portfolio
- Download combined weights as CSV
python -m venv .venv && source .venv/bin/activate # Windows: .venv\Scripts\activate
pip install -r requirements.txt
streamlit run streamlit_app.py