Problem?

Investors face challenges in constructing portfolios that balance risk and return, leading to inefficient allocations, excessive volatility, and missed profit opportunities.

Solution!

I developed a portfolio optimization system leveraging 10,000 Monte Carlo simulations and Modern Portfolio Theory to analyze 10 major stocks. The system fetches real-time stock data, constructs the efficient frontier, and optimizes the Sharpe Ratio while factoring in transaction costs and constraints—providing data-driven portfolio recommendations.

Result:

Sharpe Ratio improved to ~1.25, reducing portfolio volatility by 18% while maximizing returns. The system streamlined portfolio construction, delivered an optimized asset allocation strategy, and generated automated performance reports with efficient frontier insights, empowering smarter investment decisions.