Three assets, many portfolios
An R experiment maps portfolio weights to expected return and volatility using a covariance matrix.
Try the method
Interactive explainerHow it works.
Estimate the inputs
Compute mean returns, standard deviations, and pairwise covariance from historical series.
From the original project.
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Continue in the source.
Follow the source README for the original runtime, dependencies, data, and configuration.
git clone https://github.com/eforus-overseer/Portfolio-with-3-assets.gitProject artifacts.
Source links point to the original public repository. Credit belongs to the project authors and the dependencies credited there.