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I am building a site to analyze my investment portfolio - run risk models, evaluate payoff scenarios, and even suggest options trades. I have been doing a lot
by tsycho 5y ago
I am building a site to analyze my investment portfolio - run risk models, evaluate payoff scenarios, and even suggest options trades.
I have been doing a lot of options trading in the past few years, and needed better tools to analyze complicated options positions, so I started with payoff calculator for a set of options (both at expiry, as well as at intermediate times using Black-Scholes). Here's an example: https://tinyurl.com/pa-example https://tinyurl.com/pa-example
And now I am building other stuff to analyzing your whole portfolio, and to suggest options trades that will lead to a better payoff profile (as per your customizable utility function, eg: you might weigh losses exponentially and profits logarithmically beyond a threshold).
This is a side project; I have a day job and a family, so I get about 4-5 hours a week to work on this. I have been building this in Rails.
I have don't have any current plans of making this a real business. It's fun and useful to me, and I want to keep it that way, but I am open to launching it as a freemium/paid site in the future if others find it useful.
An ideal collaborator would be someone who is good at Javascript and web UI; but most importantly, our goals should match. If you are that person, email me at admin@portfolioanalytics.org (or reply to this comment with yours)