Posts by Year

2022

Adjusted Prices Without Look-Ahead Bias

3 minute read

When backtesting an investment strategy, that is, when simulating an investment strategy using historical prices to test how this strategy would have behaved...

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2021

The Portfolio Optimization Machine

less than 1 minute read

In 2018, guys at ReSolve Asset Management published the paper Portfolio Optimization: A General Framework for Portfolio Choice in which they describe

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2020

Integration in Excel

1 minute read

In this post, I will show you how to integrate the Portfolio Optimizer Web API in Excel.

Integration in a Web Page

1 minute read

In this post, I will show how to integrate the Portfolio Optimizer Web API in a web page.

Integration in Google Sheets

less than 1 minute read

In this post, I will show you how to integrate the Portfolio Optimizer Web API in Google Sheets.

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