Clear allocation decisions, grounded in return history.
Design, stress-check, pair, and rebalance a long-only portfolio using adjusted daily closes.
Portfolio weights
CSV import accepts a Symbol column plus Value or Weight; Value-based files are converted into portfolio weights. The file itself is parsed only in your browser and is not uploaded or retained; imported ticker symbols are then used for market-data requests. Weights are normalized to 100% for calculations. Style, sector, and factor are inferred automatically from each holding’s return relationship to representative ETFs.
Constraint-aware optimizer
Long-only; each holding capped at 60%. The optimizer loads market history automatically and can also start a refresh when data is not ready.
Optimization and rebalancing are scenario tools, not recommendations. Results are sensitive to the window, expected returns, constraints, taxes, and trading costs.