Portfolio optimization
It is possible to adjust the trade-off between return and risk according to operational objectives!
We would like to introduce "Portfolio Optimization" using Fixstars Amplify, which we handle. The optimization uses estimates based on the historical data method. The historical data method is an estimation technique that determines the expected return and risk of assets based on past price movement data. The optimized portfolio shows that while the average return is lower compared to investing in a single stock, the variability of returns has decreased. [Contents] ■ Acquisition of stock price data ■ Formulation and implementation of solver for optimal portfolio calculation ■ Execution and evaluation of optimization ■ Operational simulation *For more details, please refer to the related links or feel free to contact us.
- Company:Fixstars Amplify
- Price:Other