QUANT

Portfolio Optimization Engine

Mean–Variance · Sharpe · Constraints

Construct and rebalance your portfolio (i.e., of stocks, ETFs, cryptos etc) with precision. Form new asset allocations or realign existing holdings using Sharpe ratio and mean-variance optimization for Kenyan stocks

> load time-series data ▸ apply constraints ▸ optimise portfolio ▸ analyse risk & return

Modern Portfolio Optimization Tool

Note: Please ensure the last column of your CSV data contains the Risk-Free Rate (annual) e.g., 10yr Gov. Bond yield. Learn more on how to use this tool here.

Upload CSV Data

Please upload a CSV file or wait/reload the page for "Sample Default Data" to complete analysis.

Pro Tip

To stay within your target risk-return range, we recommend rebalancing semi-annually, annually, or when asset weights drift by 5% to 10%.

✅ Data loaded successfully. Frequency detected: daily