Add portfolio optimizer tab with 5 optimization modes#2
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jakechinitz merged 1 commit intoFeb 25, 2026
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New Optimizer tab with full-featured weight optimization: - Max Sharpe: maximize risk-adjusted return via random search + refinement - Max CAGR: maximize geometric growth rate (accounts for volatility drag) - Max Sortino: maximize downside risk-adjusted return - Risk Parity: equal risk contribution from each asset (iterative ERC) - Pareto Frontier: interactive efficient frontier with clickable points showing Max Sharpe, Min Vol, and Risk Parity reference portfolios Features: - Toggle between Simulated (model-based) and Actual (historical) data - Per-category asset checkboxes with select-all toggle - Min/max weight constraints per asset - Horizontal bar chart of optimal weights - Efficient frontier scatter plot with portfolio cloud - "Apply to Portfolio" button pushes optimal weights to Portfolio Builder - Effective parameter display for leveraged/stacked products (accounts for beta slippage, borrowing costs, expense ratios) https://claude.ai/code/session_016ospNqZBi5SkHVYsFSZxYk
jakechinitz
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claude/portfolio-allocation-strategy-3pIEv
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New Optimizer tab with full-featured weight optimization:
Features:
https://claude.ai/code/session_016ospNqZBi5SkHVYsFSZxYk