Etkin Sınır Görselleştirici

Markowitz ortalama-varyans problemini 2-15 hisseden oluşan herhangi bir sepette çözün. Etkin sınırı, MVP'yi, teğet portföyü ve Sermaye Piyasası Doğrusu'nu — hepsini canlı piyasa verilerinden — görün.

Efficient Frontier Visualizer

Markowitz mean-variance optimization with live market data

Assets (2-15)

?SPY

?AGG

?GLD

?VEU

?BTC-USD

5/15

Period

Max position

Long only (no shorts)Include risk-free asset (CML)

Markowitz showed that for any given level of risk, exactly one portfolio offers the highest expected return. The set of all such portfolios forms the efficient frontier - a curve in σ vs. E(r) space. Every rational investor should hold a portfolio ON the frontier, never below it. The exact point you choose depends on your risk tolerance.

Her Lab, standart ders kitabı matematiğine dayanır (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.