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If you just select 80/20 there's no mean variance optimization going on... If you want to do mvo, there's tons of free tools on the web. Or is very easy to bui
by anonu 8y ago
If you just select 80/20 there's no mean variance optimization going on...
If you want to do mvo, there's tons of free tools on the web. Or is very easy to build one yourself in Excel. You need the solver and at least a year of historical data for each name.IEX cloud has a fantastic free API for this.