Portfolio Optimizer
The Web API for investment portfolio optimization
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January 3, 2021
The portfolio optimization machine is there !
A couple of years ago, guys at ReSolve Asset Management published the paper "Portfolio Optimization: A General Framework for Portfolio Choice" in which they describe
"a framework for investors to choose the most optimal way to form portfolios, as a direct expression of their beliefs and assumptions".
The moment I discovered this framework, I decided to make the mentioned portfolio optimization algorithms available to as many people as possible, freely, as a Web API.
Early 2021, I reached this goal, and delivered what I consider as the MVP of Portfolio Optimizer.
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