Portfolio Optimization Application

This Streamlit-based web application allows users to optimize their investment portfolios using Modern Portfolio Theory (MPT). Here's a breakdown of its key functionalities and features:

Features:

2. File Upload:

   • Users can upload a CSV file containing asset price data. The application expects the file to have a date column (time) in MM-DD-YYYY format and asset price columns in numerical format.
   • Displays an example CSV format to guide users.

3. Portfolio Optimization Methods:

   • Sharpe Ratio Optimization: Maximizes the Sharpe ratio to optimize the portfolio.
   • Min Volatility Optimization: Minimizes the portfolio volatility.

4. Interactive User Inputs:

   • Users can select the optimization method (Sharpe or Min Volatility) through a radio button.
   • Adjust the range of weights for the assets using a slider.

5. Optimization Execution:

   • Once the user sets the parameters and clicks the "Run optimization" button, the application computes the optimal weights using the selected method.
   • Displays the optimal weights as both a bar chart and a DataFrame.

6. Portfolio Performance Metrics:

   • Calculates various performance metrics for the optimized portfolio, including:
     • Cumulative returns
     • Sharpe ratio
     • Sortino ratio
     • Omega ratio
     • Average daily, monthly, and annual volatility
     • Maximum drawdown

This application provides a comprehensive and user-friendly interface for optimizing investment portfolios, making it a valuable tool for both novice and experienced investors.