Rolling Portfolio Optimization

This portfolio optimization tool performs rolling portfolio optimization where at the start of each period the portfolio asset weights are optimized for the given performance goal based on the specified timing window of past returns. The following rolling optimization strategies are supported:

The required inputs for the optimization include the time range and the portfolio assets. Portfolio asset weights and constraints are optional.

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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Total
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