A simple Java-based mean-variance portfolio optimizer (Markowitz Model) built with Spring Boot and powered by ojAlgo. This tool allows users to compute the optimal asset weights that minimize portfolio variance or maximize Sharpe Ratio, given historical return data.
- User provides historical return data.
- The system calculates expected returns and the covariance matrix.
- ojAlgo performs the optimization using quadratic programming.
- The optimizer returns the optimal portfolio weights.