Modern Portfolio Theory Visualizer
I'm studying abroad in Stockholm this semester, taking an International Portfolio Management class where we went deep on mean-variance optimization and ran a bunch of simulations. That got me hooked, so I took our coursework to the next level and built this - a live visualizer that constructs the efficient frontier over the S&P 500 and solves for the optimal portfolio.
During my study abroad semester in Stockholm, my International Portfolio Management class spent weeks on Harry Markowitz’s mean-variance framework - efficient frontiers, the capital allocation line, Sharpe-ratio optimization - and we ran simulation after simulation to see how the theory held up. I wanted to take that learning further than the problem sets let us, so I built this. You pick how expected returns are estimated (CAPM-implied for a robust, diversified tilt; momentum for an active, concentrated one; or Black-Litterman and Bayes-Stein shrinkage for something in between), choose how the covariance matrix is estimated (Ledoit-Wolf shrinkage or a PCA factor model), and dial in a risk tolerance as a target volatility. The app then builds the whole efficient frontier over the S&P 500 and solves for the long-only, max-Sharpe portfolio on the capital allocation line, reporting expected return, volatility, Sharpe, and the full set of position weights. Click any holding to see its live chart. It turned a semester of portfolio theory into a tool I can actually poke at.