Calculator
Efficient Frontier Builder
Markowitz mean-variance frontier: min-variance portfolio, tangency (max-Sharpe) portfolio, per-asset weights. Closed-form, Runs in your browser. Free.
- Inputs
- Form inputs / CSV
- Runtime
- Instant
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Upload a multi-asset returns CSV
Wide format: date,asset_1,asset_2,…. Each column is a daily-return series. Minimum 60 observations and 2 assets; maximum 20 assets. Annualisation uses √252. Computation is entirely client-side.
What this tool computes
Classical Markowitz mean-variance optimisation: the efficient frontier, plus the minimum-variance and max-Sharpe (tangency) portfolios, using the closed-form two-fund theorem solution. Load the synthetic four-asset demo or upload your own returns.
Complementary tools
Users of this tool often explore
Correlation Matrix Visualizer
Paste a multi-asset returns CSV. See the Pearson correlation heatmap, condition number, average absolute correlation, and eigenvalue concentration — the diagnostics for detecting redundant strategies before you allocate capital.
Risk-Adjusted Returns Calculator
Paste a returns CSV. Sharpe, Sortino, Calmar, Omega, alpha, beta, tracking error, information ratio, max drawdown, and tail moments — plus a benchmark-relative block when you include one.
Fractional Kelly Sizer
Map conviction tiers to fractional Kelly bet sizes with a drawdown Monte Carlo simulator. Client-side. Private by default.