Portfolio Optimisation | Tensorflow
Compute Sharpe
Generate Efficient Frontier
Optimise Portfolio
ASSETS
Equities
Bonds
Gold
Cash
RETS
VOLS
SHARPE
CORR
Equities
Bonds
Gold
Cash
Equities
Bonds
Gold
Cash
Floors
Ceilings
0.0
0.2
0.4
0.6
0.8
1.0
0.0
0.2
0.4
0.6
0.8
1.0
Efficient Frontier
Vol
Returns
0.0
0.2
0.4
0.6
0.8
1.0
0
0.2
0.4
0.6
0.8
1
Training Chart
Epochs
Sharpe
Equities | 25%
Bonds | 25%
Gold | 25%
Cash | 25%
Portfolio Returns :
...
Portfolio Volatility :
...