Portfolio Optimization using Markowitz Efficiency Frontier and Dash
Modern Portfolio Theory (MPT), introduced by Nobel laureate Harry Markowitz, is foundational in finance for balancing risk and return. In this article, I present an app that calculates the Efficiency Frontier using data from the Quandl API. The app provides key insights, including the Efficiency Frontier plot, a covariance matrix, and optimal portfolios for maximum return and minimum volatility—enabling users to visualize and optimize portfolio performance.