mean_variance_optimize
Calculate optimal portfolio weights using Mean-Variance Optimization to maximize Sharpe ratio for given tickers and lookback period.
Instructions
Calculates optimal portfolio weights using Mean-Variance Optimization (Max Sharpe).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| tickers | Yes | ||
| lookback | No | 1y |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |